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 …

goal of the Basel Committee regulations was to improve the risk management practice, introduce supervisory review of banks …’ internal capital assessment process and enhance the level of transparency in public reporting. Basel II Accord introduced a new … approach to risk within the banking industry as the operational risk was included for the first time. A new framework, Basel …