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Basel Committee on Banking Supervision
International Monetary Fund (IMF)
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Sound practices for managing liquidity in banking organisations
2000
Persistent link: https://www.econbiz.de/10001456555
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Range of practices and issues in economic capital frameworks
2009
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March 2009
Persistent link: https://www.econbiz.de/10003860725
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3
Überblick über die Änderung der Eigenkapitalvereinbarung zur Einbeziehung der Marktrisiken
1996
Persistent link: https://www.econbiz.de/10000909756
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4
Änderung der Eigenkapitalvereinbarung zur Einbeziehung der Marktrisiken
1996
Persistent link: https://www.econbiz.de/10000922796
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5
Basler Eigenkapitalvereinbarung: Behandlung des Kreditrisikos aus bestimmten nicht bilanzwirksamen Positionen bei der Eigenkapitalberechnung : Netting, Änderung, Zuschlagfaktoren,...
1994
Persistent link: https://www.econbiz.de/10000923801
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Aufsichtliches Rahmenkonzept für Backtesting (Rückvergleiche) bei der Berechnung des Eigenkapitalbedarfs zur Unterlegung des Marktrisikos mit bankeigenen Modellen
1996
Persistent link: https://www.econbiz.de/10000927564
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7
Literature review of factors relating to liquidity stress : extended version
2013
Persistent link: https://www.econbiz.de/10010340455
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8
Liquidity stress testing : a survey of theory, empirics and current industry and supervisory practices
2013
Persistent link: https://www.econbiz.de/10010340456
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9
Revisions to the Basel II market risk framework : consultative document
2009
-
Jan. 2009
Persistent link: https://www.econbiz.de/10003814745
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10
Revisions to the Basel II market risk framework : [final version]
2009
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July 2009
Persistent link: https://www.econbiz.de/10003902860
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