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The costs and benefits of bank capital : a review of the literature
Basel Committee on Banking Supervision - 2019
Persistent link: https://www.econbiz.de/10012036076
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The procyclicality of loan loss provisions : a literature review
Basel Committee on Banking Supervision - 2021
Persistent link: https://www.econbiz.de/10012593180
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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
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Supervisory framework for measuring and controlling large exposures : [final] standard
2014 - April 2014
Persistent link: https://www.econbiz.de/10010345556