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International framework for liquidity risk measurement, standards and monitoring : consultative document
2009 - Dec. 2009
Persistent link: https://www.econbiz.de/10008653493
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Foundations of the proposed modified supervisory formula approach
2013
This technical paper describes the modelling framework underlying the Modified Supervisory Formula Approach (MSFA) as proposed in the Basel Committee's recent consultative paper Revisions to the Basel Securitisation Framework. In contrast to the current Basel securitisation framework's...
Persistent link: https://www.econbiz.de/10009711333
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Literature review of factors relating to liquidity stress : extended version
2013
Persistent link: https://www.econbiz.de/10010340455
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Supervisory framework for measuring and controlling large exposures : [final] standard
2014 - April 2014
Persistent link: https://www.econbiz.de/10010345556
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The standardised approach for measuring counterparty credit risk exposures
2014 - Rev. April 2014
Persistent link: https://www.econbiz.de/10010345574
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Progress in adopting the principles for effective risk data aggregation and risk reporting
2013 - Dec. 2013
Persistent link: https://www.econbiz.de/10010345788
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Foundations of the standardised approach for measuring counterparty credit risk exposures
2014
Persistent link: https://www.econbiz.de/10010506894