Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10003718515
Persistent link: https://www.econbiz.de/10001813942
Persistent link: https://www.econbiz.de/10001837099
Purpose – The purpose of this paper is to investigate the relationship between liquidity and credit risk, and employ the findings to estimate the Incremental Risk Charge (IRC), the new credit risk capital add-on introduced by the Basel Committee for banks' trading books. The IRC estimates are...
Persistent link: https://www.econbiz.de/10010610527
Purpose – The purpose of this paper is to investigate the relationship between liquidity and credit risk, and employ the findings to estimate the Incremental Risk Charge (IRC), the new credit risk capital add‐on introduced by the Basel Committee for banks' trading books. The IRC estimates...
Persistent link: https://www.econbiz.de/10014785329
We view risk management as an integral part of good management. Risk management should take a balanced view of decision problems encompassing all significant risks and rewards. Operational risks are only one type of risks and therefore are only one piece in the jigsaw puzzle that only makes...
Persistent link: https://www.econbiz.de/10005146617