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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

Analysis of the trading book quantitative impact study

2009

Persistent link: https://www.econbiz.de/10008653495

Strengthening the resilience of the banking sector : consultative document

2009 - Dec. 2009

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Fundamental review of the trading book : a revised market risk framework ; consultative document ; issued for comment by 31 January 2014

2013 - Oct. 2013

The Basel Committee on Banking Supervision has today issued a second consultative paper on the fundamental review of …

Persistent link: https://www.econbiz.de/10010198060

Studies on credit risk concentration : an overview of the issues and a synopsis of the results from the Research Task Force project

Duellmann, Klaus (contributor) - 2006

Persistent link: https://www.econbiz.de/10003424668

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

2011

Trading Book Group to the Research Task Force of the Basel Committee on Banking Supervision. This report reflects the views of … the Research Task Force on the interaction of market and credit risk (see Basel Committee on Banking Supervision (2009a …