the Liquidity Challenge: The Changing Role of Credit Portfolio Management <i>(IACPM and KPMG)</i></li> <li>NUS-RMI Credit … application of the Basel II default definition by credit risk assessment systems, and changes in credit portfolio management …, amongst others. Recent evolutions of the Risk Management Institute's Credit Research Initiative are also reported, including a …

the outcome has been a robust and high-quality implementation that has built upon and substantially strengthened the risk-management … major implementation effort. APRA’s analysis of the adequacy of capital for systemically relevant banks is sound. …

This Selected Issues paper discusses capital and liquidity regulations in Sweden. It recaps the recent debates on … capital and liquidity buffers, and discusses a way to consider appropriate levels of capital and liquidity buffers in the case … of Sweden. The paper estimates the government’s contingent liabilities from banks by different capital and liquidity …

capital ratios. Stronger financial positions and risk management capability have enabled domestic banking groups to pursue …

In this paper I construct a search monetary model with capital accumulation where money and goods are both divisible … multiple, self-fulfilling monetary steady states. When liquidity is interpreted as the number of transactions, the steady state … with higher aggregate activities has higher liquidity. In both steady states, an increase in the money growth rate …