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How to implement counterparty credit risk requirements under Basel III : the challenges

Quamar, Diana - In: Journal of risk management in financial institutions 6 (2012/13) 3, pp. 327-336

Persistent link: https://www.econbiz.de/10010197065

Financial market regulation in Germany under the special focus of capital requirements of financial institutions

Detzer, Daniel - 2014

This paper examines capital adequacy regulation in Germany. After a short overview about financial regulation in Germany in general, the paper focuses on the most important development in the area of capital adequacy regulation from the 1930s up to the financial crisis. Two main trends are...

Persistent link: https://www.econbiz.de/10010256881

The art and science of stress testing

Hopper, Greg - In: Journal of risk management in financial institutions 7 (2014) 1, pp. 62-71

Persistent link: https://www.econbiz.de/10010259564

A spread-return mean-reverting model for credit spread dynamics

O'Donoghue, Brendan; Peacock, Matthew; Lee, Jacky; … - In: International journal of theoretical and applied finance 17 (2014) 3, pp. 1-14

Persistent link: https://www.econbiz.de/10010364761

Nonmaturity desposits and banks' exposure to interest rate risk : issues arising from the Basel regulatory framework

Cocozza, Rosa; Curcio, Domenico; Gianfrancesco, Igor - In: Journal of risk 17 (2014/2015) 5, pp. 99-134

Persistent link: https://www.econbiz.de/10011438896

The validation of risk models : a handbook for practitioners

Scandizzo, Sergio - 2016

"Thepractice of quantitative risk management has reached unprecedented levels of refinement.The pricing, the assessment of risk as well as the computation of the capitalrequirements for highly complex transactions are performed through equally complex mathematical models, running on advanced...