Narrow search
Showing 1 - 10 of 19
Cover Image
Literature review of factors relating to liquidity stress : extended version
2013
Persistent link: https://www.econbiz.de/10010340455
Cover Image
Results from the 2008 Loss Data Collection Exercise for operational risk
2009 - July 2009
Persistent link: https://www.econbiz.de/10003902869
Cover Image
International framework for liquidity risk measurement, standards and monitoring : consultative document
2009 - Dec. 2009
Persistent link: https://www.econbiz.de/10008653493
Cover Image
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
Cover Image
Supervisory framework for measuring and controlling large exposures : [final] standard
2014 - April 2014
Persistent link: https://www.econbiz.de/10010345556
Cover Image
The standardised approach for measuring counterparty credit risk exposures
2014 - Rev. April 2014
Persistent link: https://www.econbiz.de/10010345574
Cover Image
Progress in adopting the principles for effective risk data aggregation and risk reporting
2013 - Dec. 2013
Persistent link: https://www.econbiz.de/10010345788
Cover Image
Supervisory framework for measuring and controlling large exposures : consultative document
2013 - March 2013
Persistent link: https://www.econbiz.de/10010209523
Cover Image
Monitoring tools for intraday liquidity management : [final document]
2013 - April 2013
Persistent link: https://www.econbiz.de/10010209530