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Liquidity coverage ratio disclosure standards : consultative document ; [issued for comment by 14 October 2013]

2013 - 19 July 2013

Persistent link: https://www.econbiz.de/10010190472

Range of practices and issues in economic capital modelling : consultative document

2008 - August 2008

Persistent link: https://www.econbiz.de/10003758083

Results of the fifth quantitative impact study (QIS 5)

2006

Persistent link: https://www.econbiz.de/10003337398

Range of practices and issues in economic capital frameworks

2009 - March 2009

Persistent link: https://www.econbiz.de/10003860725

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