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Progress in adopting the principles for effective risk data aggregation and risk reporting

Basel Committee on Banking Supervision - 2023 - November 2023

Persistent link: https://www.econbiz.de/10014455606

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

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

2009 - Dec. 2009

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

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