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Buffer usability and cyclicality in the Basel framework
Bank für Internationalen Zahlungsausgleich; Basel … - 2022
Persistent link: https://www.econbiz.de/10013476819
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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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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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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
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Literature review of factors relating to liquidity stress : extended version
2013
Persistent link: https://www.econbiz.de/10010340455
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Progress in adopting the principles for effective risk data aggregation and risk reporting
2013 - Dec. 2013
Persistent link: https://www.econbiz.de/10010345788
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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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Progress in adopting the principles for effective risk data aggregation and risk reporting
Basel Committee on Banking Supervision - 2020
Persistent link: https://www.econbiz.de/10012517814
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Monitoring tools for intraday liquidity management : [final document]
2013 - April 2013
Persistent link: https://www.econbiz.de/10010209530