Narrow search
Showing 1 - 10 of 14
Cover Image
Range of practices and issues in economic capital modelling : consultative document
2008 - August 2008
Persistent link: https://www.econbiz.de/10003758083
Cover Image
Results of the fifth quantitative impact study (QIS 5)
2006
Persistent link: https://www.econbiz.de/10003337398
Cover Image
Range of practices and issues in economic capital frameworks
2009 - March 2009
Persistent link: https://www.econbiz.de/10003860725
Cover Image
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
Cover Image
Capital requirements for banks' equity investments in funds : [final standard]
2013 - Dec. 2013
Persistent link: https://www.econbiz.de/10010345807
Cover Image
Literature review on integration of regulatory capital and liquidity instruments
Basel Committee on Banking Supervision - 2016
Persistent link: https://www.econbiz.de/10011491150
Cover Image
Basel III monitoring report
2015 - March 2015
Persistent link: https://www.econbiz.de/10010509522
Cover Image
Amendment to the capital accord to incorporate market risks
2005 - Updated Nov. 2005
Persistent link: https://www.econbiz.de/10003228792
Cover Image
Global systemically important banks : updated assessment methodology and the higher loss absorbency requirement
2013 - July 2013
Persistent link: https://www.econbiz.de/10010190427