Advanced IRB

Results: 733



#Item
171Finance / Economics / Business / Advanced IRB / Financial risk / Credit risk / Macroeconomics / Economic model / Probability of default / Basel II / Financial regulation / Loss given default

Microsoft Word - posledni strana.doc

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Source URL: www.cnb.cz

Language: English - Date: 2013-03-11 09:49:16
172Basel II / Financial risk / Financial markets / Loss given default / Bank regulation / Advanced IRB / Foundation IRB / Exposure at default / Risk / Finance / Financial regulation / Financial economics

EL-equivalence in alternative credit models ("Weighting for Risk", Risk Magazine, May[removed]by Jon Frye Comments: Esa Jokivuolle Outline for comments

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:15:27
173Bank regulation / Business / Advanced IRB / Foundation IRB / Loss given default / Risk-weighted asset / Worksheet / Exposure at default / Operational risk / Financial regulation / Basel II / Finance

Instructions for workbooks for further impact studies/field testing - December 2004

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:15:31
174Financial regulation / Bank regulation / Basel II / Structured finance / Bank / Tier 2 capital / Tier 1 capital / Advanced IRB / Credit card / Finance / Banking / Financial economics

Competitive Effects of Basel II on U.S. Bank Credit Card Lending

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Source URL: www.bis.org

Language: English - Date: 2006-07-11 08:31:35
175Private law / Loss given default / Leasing / Exposure at default / Probability of default / Credit risk / Standardized approach / Internal Ratings-Based Approach / Advanced IRB / Basel II / Business / Finance

Verband Ă–sterreichischer Leasing-Gesellschaften - VĂ–L Danish Association of Leasing Companies

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:15:28
176Bank regulation / Loss given default / Advanced IRB / Foundation IRB / Probability of default / Banking / Credit risk / Financial risk / Exposure at default / Financial regulation / Basel II / Finance

Credit risk Collateral damage Most credit risk models focus on default probability, while making simple recovery assumptions for collateralised loans. As Jon Frye shows here, this is a mistake, because

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:15:27
177Investment / Bank regulation / Banking / Loss given default / Advanced IRB / Basel I / Operational risk / UBS / Exposure at default / Financial regulation / Finance / Basel II

QIS3 - Comments by UBS (Basel Committee - March 2003)

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:15:28
178Bank regulation / Banking / Advanced IRB / Exposure at default / Risk-weighted asset / Loss given default / Foundation IRB / Capital requirement / Tier 2 capital / Financial regulation / Basel II / Finance

BASEL COMMITTEE ON BANKING SUPERVISION BANK FOR INTERNATIONAL SETTLEMENTS Quantitative Impact Study (QIS) QIS Questionnaire

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:15:28
179Business / Bank regulation / Loss given default / Worksheet / Advanced IRB / Foundation IRB / Exposure at default / Federal Reserve System / Operational risk / Financial regulation / Basel II / Finance

Basel Committee on Banking Supervision Quantitative Impact Study 3 Instructions

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:15:28
180Basel II / United States housing bubble / Bank regulation / Risk / International Swaps and Derivatives Association / Collateral management / Credit default swap / Advanced IRB / Mark-to-market accounting / Financial economics / Finance / Financial regulation

QIS3 - Comments by International Swaps and Derivatives Association (Basel Committee - March 2003)

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:15:28
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