Basel II implementation : a guide to developing and validating a compliant, internal risk rating system
Year of publication: |
2009
|
---|---|
Authors: | Ozdemir, Bogie ; Miu, Peter |
Publisher: |
New York, NY [u.a.] : McGraw-Hill Professional |
Subject: | Kreditwesen | Basler Eigenkapitalvereinbarung <2001> | Risikomanagement | Basle Committee on Banking Supervision | Banks and banking | Standards | Risk management | Asset-liability management |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Quantification of operational risk under Basel II : the good, bad and ugly
Moosa, Imad A., (2008)
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Management bankaufsichtsrechtlicher Eigenmittelanforderungen
Schwarz, Marc, (2004)
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Economic capital allocation with Basel II : cost, benefit and implementation procedures
Chorafas, Dimitris N., (2006)
- More ...
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Ozdemir, Bogie, (2009)
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Value optimisation in a regulatory constrained regime : a new look at risk vs return optimisation
Miu, Peter, (2011)
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Stress-testing probability of default and migration rate with respect to Basel II requirements
Miu, Peter, (2009)
- More ...