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Basel Committee on Banking Supervision - 2021

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

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

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

2009 - Dec. 2009

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Messages from the academic literature on risk measurement for the trading book

2011

-at-riskʺ (VaR) should be interpreted henceforth in a broad sense as encompassing other common risk metrics, with the exception of … the Research Task Force on the interaction of market and credit risk (see Basel Committee on Banking Supervision (2009a … Section 3 in which risk metrics are compared directly. …