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Basel III regulatory consistency assessment programme (RCAP)

2013 - Oct. 2013

Implementation of the Basel III framework is a key global regulatory reform priority. Full and consistent implementation within the internationally agreed timeframe is aimed at strengthening the resilience of the banking system, improving market confidence in regulatory ratios and promoting a...

Persistent link: https://www.econbiz.de/10010198160

Messages from the academic literature on risk measurement for the trading book

2011

the Research Task Force on the interaction of market and credit risk (see Basel Committee on Banking Supervision (2009a …-at-riskʺ (VaR) should be interpreted henceforth in a broad sense as encompassing other common risk metrics, with the exception of … Section 3 in which risk metrics are compared directly. …

Persistent link: https://www.econbiz.de/10009238143

Mortgage insurance: market structure, underwriting cycle and policy implications : [final document]

2013 - Aug. 2013

The events of the last few years, particularly those in the global financial crisis that began in 2007, indicate that mortgage insurance (MI) is subject to significant stress in the worst tail events. This report examines the interaction of mortgage insurers with mortgage originators and...