Similar Search Results

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

Persistent link: https://www.econbiz.de/10003424668

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

2009 - Dec. 2009

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

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. …