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Mortgage insurance: market structure, underwriting cycle and policy implications : [final document]
2013 - Aug. 2013
mortgage insurance (MI) is subject to significant stress in the worst tail events. This report examines the interaction of … mortgage insurers with mortgage originators and underwriters, and makes a set of recommendations directed at policymakers and …
Persistent link: https://www.econbiz.de/10010190481
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Findings on the interaction of market and credit risk
Hartmann, Philipp (contributor) - 2009
Persistent link: https://www.econbiz.de/10003860724
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Principles for sound stress testing practices and supervision : [final paper]
2009 - May 2009
Persistent link: https://www.econbiz.de/10003860732
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Revisions to the Basel II market risk framework : [final version]
2009 - July 2009
Persistent link: https://www.econbiz.de/10003902860
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Enhancements to the Basel II framework
2009 - July 2009
Persistent link: https://www.econbiz.de/10003902870
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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
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Capital treatment of bank exposures to central counterparties : consultative document ; issued for comment by 27 September 2013
2013 - Rev. July 2013
The Basel Committee on Banking Supervision, in cooperation with the Committee on Payment and Settlement Systems (CPSS) and the International Organization of Securities Commissions (IOSCO), is seeking views on potential changes to the capital treatment of banks' exposure to central counterparties...
Persistent link: https://www.econbiz.de/10010197989
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The non-internal model method for capitalising counterparty credit risk exposures : consultative document ; issued for comment by 27 September 2013
2013 - Rev. 25 July 2013
The Basel Committee's consultative paper The non-internal model method for capitalising counterparty credit risk exposures outlines a proposal to improve the methodology for assessing the counterparty credit risk associated with derivative transactions. The proposal would, when finalised,...
Persistent link: https://www.econbiz.de/10010197994