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Risk concentrations principles
1999
Persistent link: https://www.econbiz.de/10001433202
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Intra-group transactions and exposures principles
1999
Persistent link: https://www.econbiz.de/10001433204
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Framework for internal control systems in banking organisations
1998
Persistent link: https://www.econbiz.de/10001354432
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Results from the 2008 Loss Data Collection Exercise for operational risk
2009 - July 2009
Persistent link: https://www.econbiz.de/10003902869
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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
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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
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Literature review of factors relating to liquidity stress : extended version
2013
Persistent link: https://www.econbiz.de/10010340455