Showing 1 - 10 of 62
The Basel Committee's consultative paper The non-internal model method for capitalising counterparty credit risk exposures outlines a proposal to improve the methodology for assessing the counterparty credit risk associated with derivative transactions. The proposal would, when finalised,...
Persistent link: https://www.econbiz.de/10010197994
Persistent link: https://www.econbiz.de/10010506894
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
Persistent link: https://www.econbiz.de/10003742091
Persistent link: https://www.econbiz.de/10003742134
Persistent link: https://www.econbiz.de/10003337391
Persistent link: https://www.econbiz.de/10003860724
Persistent link: https://www.econbiz.de/10003860732
Persistent link: https://www.econbiz.de/10003902860
Persistent link: https://www.econbiz.de/10003902870