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Credit risk transfer : developments from 2005 to 2007
2008 - July 2008
2005 report Credit Risk Transfer (CRT) required updating as a result of the continued growth and rapid innovation in the …
Persistent link: https://www.econbiz.de/10003758082
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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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Findings on the interaction of market and credit risk
Hartmann, Philipp (contributor) - 2009
Persistent link: https://www.econbiz.de/10003860724
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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