these Accords, namely the management of risk, that more work is still required particularly in relation to hedge funds and …

these Accords, namely the management of risk, that more work is still required particularly in relation to hedge funds and …

The article presents the initial proposal for the group risk measurement based on the comparison of two interconnected … sets of webs. The risk scalar has been presented both for each separated subsidiary as well as for the group itself. It was … shown the risk profile of the group could be aggregated into a single value, and some consequences of that attribute was …

achievement of “prudentially sound, incentive-compatible and risk sensitive capital requirements”. The paper also attempts to … raise the awareness that the operation of risk mitigants does not justify a reduction in the capital levels to be retained … by banks – since banks operating with risk mitigants could still be considered inefficient operators of their management …

these Accords, namely the management of risk, that more work is still required particularly in relation to hedge funds and …

investigates developments which have instigated the Basel Committee in developing advanced risk management techniques such as the … regulation which involves the risk management of internal risk within firms. This paper attempts to illustrate the extent to … research evidence, that given the difficulties attributed to the constantly evolving nature of risk and the need for regulators …