expected shortfall (MES), and SRISK-to compare with the Basel guidelines as benchmark. We use Indonesian banks' market and … concordance with the Basel guidelines as applied by a bank supervisor. The findings show that SRISK produced a more consistent …. Further, all theoretical models are in line with the Basel guidelines, where the closest approximation is at 47%. The results …

well as the Basel Accords. The study is aimed at presenting the evolution and critique of risk measures and risk models in … discussion concerning proper risk measurement in regulatory frameworks, such as the Basel Accord or the European Banking …

The Basel II Accord requires that banks and other Authorized Deposit-taking Institutions (ADIs) communicate their daily … aggressive risk management strategy, and evaluate the effects of the Basel II Accord on risk management. We also examine how risk … practices were monitored and encouraged by the Basel II Accord regulations during the financial crisis. …