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Public disclosure of the trading and derivatives activities of banks and securities firms : joint report by the Basle Committee on Banking Supervision and the Technical Committee o...

1995

Persistent link: https://www.econbiz.de/10000937292

Sound practices for loan accounting, credit risk disclosure and related matters : consultative paper

1998

Persistent link: https://www.econbiz.de/10001354433

Enhancing bank transparency : public disclosure and supervisory information that promote safety and soundness in banking systems

1998

Persistent link: https://www.econbiz.de/10001354434

Studies on the validation of internal rating systems

Liebig, Thilo; Baritsch, Vincent; Bennett, Rosalind L.; … - 2005

Persistent link: https://www.econbiz.de/10002604516

The internal ratings-based approach : supporting document to the New Basel Capital Accord ; issued for comment by 31 May 2001

2001

Persistent link: https://www.econbiz.de/10001551308

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