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Results of the fifth quantitative impact study (QIS 5)
2006
Persistent link: https://www.econbiz.de/10003337398
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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 on integration of regulatory capital and liquidity instruments
Basel Committee on Banking Supervision - 2016
Persistent link: https://www.econbiz.de/10011491150
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Basel III monitoring report
2015 - March 2015
Persistent link: https://www.econbiz.de/10010509522
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Amendment to the capital accord to incorporate market risks
2005 - Updated Nov. 2005
Persistent link: https://www.econbiz.de/10003228792
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Recognising the cost of credit protection purchased : consultative document
2013 - March 2013
Persistent link: https://www.econbiz.de/10010209517
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Range of practices and issues in economic capital modelling : consultative document
2008 - August 2008
Persistent link: https://www.econbiz.de/10003758083
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Range of practices and issues in economic capital frameworks
2009 - March 2009
Persistent link: https://www.econbiz.de/10003860725
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Basel III: the net stable funding ratio
2014 - Oct. 2014
Persistent link: https://www.econbiz.de/10010472707