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Systemic risk in financial risk regulation
Cipra, Tomáš; Hendrych, Radek - In: Finance a úvěr 67 (2017) 1, pp. 15-38
Persistent link: https://www.econbiz.de/10011720685
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Basel IV : The Next Generation of Risk Weighted Assets
Neisen, Martin (ed.); Röth, Stefan (ed.) - 2018 - 2nd edition
(SA-CCR) -- 3.1 Counterparty credit risk -- 3.2 Side note: Calculating EAD with the current exposure method -- 3 ….3 Measurement of counterparty credit risk according to SA-CCR -- 3.4 Use of simplified approaches -- 3.5 Expected impact on the …
Persistent link: https://www.econbiz.de/10011896237
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Geographic diversification in banking
Fang, Yiwei; Lelyveld, Iman van - In: Journal of financial stability 15 (2014), pp. 172-181
Persistent link: https://www.econbiz.de/10011306462
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Has the Basel Accord improved risk management during the Global Financial Crisis?
McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez … - 2012 - Revised: October 2012
Persistent link: https://www.econbiz.de/10010360666
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Has the Basel accord improved risk management during the global financial crisis?
McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez … - 2012
Persistent link: https://www.econbiz.de/10010360674
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Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael; Jimenez-Martin, Juan-Angel; Pérez … - In: The North American journal of economics and finance : a … 26 (2013), pp. 250-265
Persistent link: https://www.econbiz.de/10010365769
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Compliance with Basel 2.5 : banks' approaches to implementing stressed VaR
Prorokowski, Lukasz; Prorokowski, Hubert - In: Journal of financial regulation and compliance : an … 22 (2014) 4, pp. 339-348
Persistent link: https://www.econbiz.de/10011491023
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Basel III C : Internal Risk Models
McNamara, Christian - 2015
For financial regulators seeking to use regulatory requirements to manage risk in a banking system, there can be a concern that such requirements crowd out efforts by banks to develop their own risk management systems. One way in which regulators have attempted to solve this problem is to enable...
Persistent link: https://www.econbiz.de/10013026587
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Accounting for PD-LGD dependency : a tractable extension to the Basel ASRF framework
Barbagli, Matteo; Vrins, Frédéric - In: Economic modelling 125 (2023), pp. 1-26
Persistent link: https://www.econbiz.de/10014463531
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An assessment of the Fundamental Review of the Trading Book : the capital requirement impact on a stylised financial portfolio
Pederzoli, Chiara; Torricelli, Costanza - In: International journal of banking, accounting and … 12 (2021) 4, pp. 389-403
Persistent link: https://www.econbiz.de/10012694431