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wichtigsten Industriemodelle (Credit Risk+, KMV, Credit Metrics, Credit Portfolio View). Behandelt werden ferner die Grundzüge von …Measurement and valuation of credit risks is a very important (Basel II, Solvency II, Credit Derivatives) topic of … management in context of credit risks. We begin with an introductory characterization of credit risks and a sketch on rating …
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This paper discusses the Financial System Stability Assessment for South Africa, and reviews the Report on the Observance of Standards and Codes on Securities Regulation. The assessment reveals that South Africa’s sophisticated financial system is fundamentally sound and has so far...
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This paper presents detailed assessment of the Czech Republic’s compliance with Basel Core Principles (BCPs) for effective banking supervision. Many earlier weaknesses have been addressed, either through domestic measures or by implementing European Union-wide rules and regulations. An...
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