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Climate-related financial risks : measurement methodologies
Basel Committee on Banking Supervision - 2021
Persistent link: https://www.econbiz.de/10012517717
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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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Studies on credit risk concentration : an overview of the issues and a synopsis of the results from the Research Task Force project
Duellmann, Klaus (contributor) - 2006
Persistent link: https://www.econbiz.de/10003424668
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Messages from the academic literature on risk measurement for the trading book
2011
the Research Task Force on the interaction of market and credit risk (see Basel Committee on Banking Supervision (2009a …-at-riskʺ (VaR) should be interpreted henceforth in a broad sense as encompassing other common risk metrics, with the exception of … Section 3 in which risk metrics are compared directly. …
Persistent link: https://www.econbiz.de/10009238143
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Analysis of the trading book quantitative impact study
2009
Persistent link: https://www.econbiz.de/10008653495
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Quantitative Auswirkungsstudie 3: nationale Wahlrechte : zur Anwendung durch deutsche Kreditinstitute zum Ausfüllen der QIS 3-Fragebögen : für Kreditinstitute, die Angaben zum Stan...
2002 - [Elektronische Ressource], Übers. der Deutschen Bundesbank
Persistent link: https://www.econbiz.de/10001781950
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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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Foundations of the proposed modified supervisory formula approach
2013
current Basel securitisation framework's Supervisory Formula Approach (SFA), which assumes a one-year maturity for the …
Persistent link: https://www.econbiz.de/10009711333