general, the banks consider that the frame established by Basel II, is having a positive effect over the increasing of the … competitional capacity of the banks meeting the internal goals of the departments for risk’s management. The main problem central … and east European banks face is the still quite long way until complete compatibility with the Basel II requires and the …

most of cases, managed by the latter. The second system, the so called credit bureau, is mostly operated by private banks. …

risk analysis and internal measurement and the changes made to their estimation allow banks to create their own …

In this article we discuss one of the modern risk measuring techniques Value-at-Risk (VaR). Currently central banks in … their supervised banks. Banks regulators ask all commercial banks to report VaRs with their internal models. Value at risk …