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Search: subject:"Fundamental Review of the Trading Book"
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Bankrisiko
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fundamental review of the trading book (FRTB)
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Wilkens, Sascha
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Journal of risk
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Aktuelle Entwicklungslinien in der Finanzwirtschaft ; Teil 1
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ECONIS (ZBW)
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1
The
fundamental
review
of
the
trading
book
: implications for portfolio and risk management in the banking sector
McCullagh, Orla
;
Cummins, Mark
;
Killian, Sheila
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
7
,
pp. 1785-1816
Persistent link: https://www.econbiz.de/10014436097
Saved in:
2
An internal default risk model : simulation of default times and recovery rates within the new
fundamental
review
of
the
trading
book
framework
Bertagna, Andrea
;
Deliu, Dragos
;
Lopez, Luca
;
Nassigh, Aldo
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 21-38
Persistent link: https://www.econbiz.de/10013177133
Saved in:
3
Model risk in the
Fundamental
Review
of
the
Trading
Book
: the case of the Default Risk Charge
Wilkens, Sascha
;
Predescu, Mirela
- In:
The journal of risk model validation
12
(
2018
)
4
,
pp. 41-67
Persistent link: https://www.econbiz.de/10011992266
Saved in:
4
Interne Marktrisikomodelle im aufsichtsrechtlichen Meldewesen - Status quo und weitere Entwicklung
Morgenstern, Ulf
-
2017
Persistent link: https://www.econbiz.de/10011637276
Saved in:
5
Default risk charge : modeling framework for the "Basel" risk measure
Wilkens, Sascha
;
Pedescu, Mirela
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011710248
Saved in:
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