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Proposed revisions to the Basel II market risk framework : consultative document
2008
Persistent link: https://www.econbiz.de/10003742091
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Guidelines for computing capital for incremental risk in the trading book : consultative document
2008 - July 2008
Persistent link: https://www.econbiz.de/10003742134
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Sound credit risk assessment and valuation for loans
2006 - June 2006
Persistent link: https://www.econbiz.de/10003337391
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Principles for sound stress testing practices and supervision : [final paper]
2009 - May 2009
Persistent link: https://www.econbiz.de/10003860732
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Revisions to the Basel II market risk framework : [final version]
2009 - July 2009
Persistent link: https://www.econbiz.de/10003902860
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Enhancements to the Basel II framework
2009 - July 2009
Persistent link: https://www.econbiz.de/10003902870
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Guidelines for computing capital for incremental risk in the trading book : [final version]
2009 - July 2009
Persistent link: https://www.econbiz.de/10003902871
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Supervisory framework for measuring and controlling large exposures : [final] standard
2014 - April 2014
Persistent link: https://www.econbiz.de/10010345556
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Basel III: a global regulatory framework for more resilient banks and banking systems
2011 - December 2010 (rev. June 2011)
The Basel Committee on Banking Supervision has completed its review of and finalised the Basel III capital treatment for counterparty credit risk in bilateral trades. The review resulted in a minor modification of the credit valuation adjustment (CVA), which is the risk of loss caused by changes...
Persistent link: https://www.econbiz.de/10009563075