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Basel Committee on Banking Supervision - 2021

Persistent link: https://www.econbiz.de/10012517717

International framework for liquidity risk measurement, standards and monitoring : consultative document

2009 - Dec. 2009

Persistent link: https://www.econbiz.de/10008653493

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

Analysis of the trading book quantitative impact study

2009

Persistent link: https://www.econbiz.de/10008653495

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

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

Results from the 2008 Loss Data Collection Exercise for operational risk

2009 - July 2009

Persistent link: https://www.econbiz.de/10003902869

Principles for home-host supervisory cooperation and allocation mechanisms in the context of advanced measurement approaches (AMA) : consultative document

2007 - Febr. 2007

Persistent link: https://www.econbiz.de/10003417767

Principles for home-host supervisory cooperation and allocation mechanisms in the context of advanced measurement approaches (AMA)

2007 - Nov. 2007

Persistent link: https://www.econbiz.de/10003611139

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