Prorokowski, Lukasz; Prorokowski, Hubert - In: Journal of Financial Regulation and Compliance 22 (2014), pp. 271-284
regulatory approval of new internal market risk models under Basel 2.5 has exerted strong pressure on global banks. The issues …Purpose – This paper, based on case-studies with five universal banks from Europe and North America, aims to … Committee implementing a range of capital charges for market risk to promote “safer” banking in times of financial crisis. This …