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Messages from the academic literature on risk measurement for the trading book
2011
regulatory framework for the trading book. This project was carried out in the first half of 2010 acting upon a request from the … in April 2010, and reflects the state of the literature at this point in time. Please note that the term value …
Persistent link: https://www.econbiz.de/10009238143
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The year 2000 : a challenge for financial institutions and bank supervisors
1997
Persistent link: https://www.econbiz.de/10000637808
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Credit risk transfer : developments from 2005 to 2007
2008 - July 2008
In March 2007 the Financial Stability Forum (FSF) asked that the Joint Forum consider the extent to which its March 2005 report Credit Risk Transfer (CRT) required updating as a result of the continued growth and rapid innovation in the CRT markets. The market turmoil since the summer of 2007...
Persistent link: https://www.econbiz.de/10003758082
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Proposed revisions to the Basel II market risk framework : consultative document
2008
Persistent link: https://www.econbiz.de/10003742091