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~subject:"Basler Akkord"
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Search: subject:"Fundamental Review of the Trading Book"
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Basler Akkord
Basel Accord
10
Portfolio selection
10
Portfolio-Management
10
Credit risk
9
Kreditrisiko
9
Risikomaß
8
Risk measure
8
Fundamental Review of the Trading Book (FRTB)
7
market risk
7
Fundamental Review of the Trading Book
6
Risikomanagement
6
Risk management
6
Welt
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World
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Bank risk
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Banking supervision
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Risk
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Theorie
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banking regulation
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Basel IV
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Expected Shortfall
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FRTB
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Financial services
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Finanzdienstleistung
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Fundamental review of the trading book
2
Option pricing theory
2
Optionspreistheorie
2
Sensitivities-based method
2
VaR
2
backtesting
2
default risk charge (DRC)
2
fundamental review of the trading book (FRTB)
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Bertagna, Andrea
1
Carvalho, Paulo Viegas de
1
Conners, Jennifer
1
Cummins, Mark
1
Deliu, Dragos
1
Fitterman, Mark
1
Killian, Sheila
1
Laurent, Jean-Paul
1
Leon, Rebecca
1
Lopez, Luca
1
McCullagh, Orla
1
Nassigh, Aldo
1
Neisen, Martin
1
Orgeldinger, J.
1
Pederzoli, Chiara
1
Pedescu, Mirela
1
Petrovich, Kristal
1
Pinheiro, Carlos Manuel
1
Pioppi, Michele
1
Reffel, Fabian
1
Rodrigues, Marta Sofia
1
Schaller, Peter
1
Schulte-Mattler, Hermann
1
Schulze, Robert
1
Sestier, Michael
1
Thomas, Stéphane
1
Torricelli, Costanza
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Wilkens, Sascha
1
Yu, Ted
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Journal of risk
3
Journal of risk management in financial institutions
2
International journal of banking, accounting and finance : IJBAAF
1
Journal of banking & finance
1
Journal of money, credit and banking : JMCB
1
Journal of risk : JOR
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Journal of securities operations & custody
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ECONIS (ZBW)
10
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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
The impact of the
Fundamental
Review
of
the
Trading
Book
: evaluation on a stylized portfolio
Carvalho, Paulo Viegas de
;
Pinheiro, Carlos Manuel
; …
- In:
Journal of risk : JOR
26
(
2024
)
3
,
pp. 49-73
Persistent link: https://www.econbiz.de/10014487325
Saved in:
3
An assessment of the
Fundamental
Review
of
the
Trading
Book
: the capital requirement impact on a stylised financial portfolio
Pederzoli, Chiara
;
Torricelli, Costanza
- In:
International journal of banking, accounting and …
12
(
2021
)
4
,
pp. 389-403
Persistent link: https://www.econbiz.de/10012694431
Saved in:
4
A review of the foreign exchange base currency approach under the standardized approach of the
Fundamental
Review
of
the
Trading
Book
and issues related to the pegged reporting cur...
Yu, Ted
- In:
Journal of risk
23
(
2020/2021
)
3
,
pp. 57-73
Persistent link: https://www.econbiz.de/10012500301
Saved in:
5
Fundamental
review
of
the
trading
book
: legal perspectives
Conners, Jennifer
;
Leon, Rebecca
;
Fitterman, Mark
; …
- In:
Journal of securities operations & custody
13
(
2021
)
4
,
pp. 374-380
Persistent link: https://www.econbiz.de/10012886149
Saved in:
6
CRD V/CRR II : a comprehensive synopsis of the first European step towards implementing Basel IV, part II
Neisen, Martin
;
Schulte-Mattler, Hermann
- In:
Journal of risk management in financial institutions
13
(
2019/2020
)
3
,
pp. 224-241
Persistent link: https://www.econbiz.de/10012300952
Saved in:
7
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:
8
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:
9
Critical appraisal of the Basel
fundamental
review
of
the
trading
book
regulations
Orgeldinger, J.
- In:
Journal of risk management in financial institutions
10
(
2016/2017
)
3
,
pp. 257-275
Persistent link: https://www.econbiz.de/10011800765
Saved in:
10
Trading book and credit risk : how fundamental is the Basel review?
Laurent, Jean-Paul
;
Sestier, Michael
;
Thomas, Stéphane
- In:
Journal of banking & finance
73
(
2016
),
pp. 211-223
Persistent link: https://www.econbiz.de/10011635717
Saved in:
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