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~institution:"Banco Central do Brasil"
~institution:"Basel Committee on Banking Supervision"
~institution:"De Gruyter Oldenbourg"
~institution:"School of Economic and Financial Studies"
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Interest rate risk
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15
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7
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Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
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Genossenschaftsbanken im Umbruch : Einfluss der Finanzmarktregulierung auf das Geschäftsmodell der Kreditgenossenschaften
Voigt, Kai-Ingo
;
Fischer, Matthias
-
2016
Persistent link: https://www.econbiz.de/10011478410
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2
Amendment to the capital accord to incorporate market risks
2005
-
Updated Nov. 2005
Persistent link: https://www.econbiz.de/10003228792
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3
Principles for the management and supervision of interest rate risk
2004
Persistent link: https://www.econbiz.de/10002133670
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4
Principles for the management and supervision of interest rate risk
2003
Persistent link: https://www.econbiz.de/10001791334
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5
Pillar 3 (market discipline) : supporting document to the New Basel Capital Accord ; issued for comment by 31 May 2001
2001
Persistent link: https://www.econbiz.de/10001559840
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6
Principles for the management and supervision of interest rate risk : supporting document to the New Basel Capital Accord ; issued for comment by 31 May 2001
2001
Persistent link: https://www.econbiz.de/10001551305
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7
The correlation matrix of the Brazilian Central Bank's standard model for interest rate market risk
Rodrigues Neto, José Alvaro
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001741764
Saved in:
8
Principles for the management of interest rate risk
1997
Persistent link: https://www.econbiz.de/10000956620
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9
Principles for the management of interest rate risk
1997
-
[final version]
Persistent link: https://www.econbiz.de/10000970030
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10
Principles for the management of interest rate risk : consultative proposal by the Basle Committee on Banking Supervision
1997
Persistent link: https://www.econbiz.de/10000631186
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