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Credit Risk Transfer
Basel Committee on Banking Supervision; International …; … - 2004
The attached report responds to a request by the Financial Stability Forum (FSF) for the Joint Forum to undertake a review of credit risk transfer (CRT) activity. ... The report concludes that CRT activity (defined as indicated in the context of credit derivative-related transactions) has been...
Persistent link: https://www.econbiz.de/10005847863
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Credit risk modelling : current practices and applications
1999
Persistent link: https://www.econbiz.de/10001365104
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Revisions to the securitisation framework : Basel III document
2014 - Dec. 2014
Persistent link: https://www.econbiz.de/10010509749
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Principles for the management of credit risk
2000
Persistent link: https://www.econbiz.de/10001511289
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Best practices for credit risk disclosure
2000
Persistent link: https://www.econbiz.de/10001511290
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Overview of the New Basel Capital Accord : issued for comment by 31 May 2001
2001
Persistent link: https://www.econbiz.de/10001551307