Advanced measurement approach

Results: 137



#Item
11Financial risk / Business / Risk / Financial economics / Advanced measurement approach / Operational risk / Standardized approach / Basic indicator approach / Basel Committee on Banking Supervision / Financial regulation / Actuarial science / Basel II

Global Journal of Research Business VOLUME 5

Add to Reading List

Source URL: www.theibfr.com

Language: English - Date: 2013-09-06 02:51:18
12Basel II / Bank regulation / Financial economics / Standardized approach / Advanced measurement approach / Tier 2 capital / Capital requirement / Basel I / Operational risk / Financial regulation / Banking / Finance

Summary of the Basel Readiness Survey 2014 Executive Summary The Basel Implementation Project Team launched a survey in April 2014, to assess the readiness of licensees for the implementation of Basel II and III approach

Add to Reading List

Source URL: www.centralbankbahamas.com

Language: English - Date: 2014-08-13 13:45:27
13Bank regulation / Basel Committee on Banking Supervision / Standardized approach / Basic indicator approach / Advanced measurement approach / Basel I / Loss given default / Exposure at default / Operational risk / Financial regulation / Basel II / Finance

Microsoft Word - itcd_tab35_frontmatters-reviseSept.doc

Add to Reading List

Source URL: www.unctad.info

Language: English - Date: 2011-07-26 08:47:08
14Financial system / Advanced measurement approach / Basic indicator approach / Bank / Finance / Prime brokerage / Corporate finance / Business / Internal Ratings-Based Approach / Basel II / Standardized approach / Operational risk

Consultation Paper on the Calculation of the Capital Charge for Operational Risk Bank Supervision Department Publication Date: November 5, 2014 Closing date for Comments: January 5, 2015

Add to Reading List

Source URL: www.centralbankbahamas.com

Language: English - Date: 2014-11-04 10:51:42
15Maximum likelihood / Estimator / Bias of an estimator / Robust statistics / Median / Mean squared error / Efficiency / Advanced measurement approach / Statistical inference / Statistics / Statistical theory / Estimation theory

Estimating Operational Risk Capital ©J.D. Opdyke & Alexander Cavallo Estimating Operational Risk Capital: the Challenges of Truncation, the Hazards of MLE, and the Promise of Robust Statistics *

Add to Reading List

Source URL: www.datamineit.com

Language: English - Date: 2013-05-16 10:04:15
16Estimation theory / Statistical inference / Actuarial science / Advanced measurement approach / Operational risk / Estimator / Maximum likelihood / Robust statistics / Risk management / Statistics / Basel II / Statistical theory

Operational Risk Capital Estimation and Planning ©J.D. Opdyke & Alexander Cavallo Operational Risk Capital Estimation and Planning: Exact Sensitivity Analysis and Business Decision Making Using the

Add to Reading List

Source URL: www.datamineit.com

Language: English - Date: 2013-05-16 10:04:38
17Mathematical sciences / Statistical inference / Advanced measurement approach / Basel II / Statistical theory / Value at risk / Financial risk modeling / Maximum likelihood / Estimator / Statistics / Actuarial science / Estimation theory

Estimating Operational Risk Capital with Greater Accuracy, Precision, and Robustness J.D. Opdyke, Head of Operational Risk Modeling, Quantitative Methods Group, GE Capital [removed]

Add to Reading List

Source URL: www.datamineit.com

Language: English - Date: 2014-11-25 16:17:34
18Mathematical sciences / Statistical inference / Advanced measurement approach / Basel II / Statistical theory / Value at risk / Financial risk modeling / Maximum likelihood / Estimator / Statistics / Actuarial science / Estimation theory

Estimating Operational Risk Capital with Greater Accuracy, Precision, and Robustness J.D. Opdyke, Head of Operational Risk Modeling, Quantitative Methods Group, GE Capital [removed]

Add to Reading List

Source URL: www.datamineit.com

Language: English - Date: 2014-12-18 14:28:38
19Statistical inference / Actuarial science / Econometrics / Bias of an estimator / Advanced measurement approach / Estimator / Median / Mean squared error / Basel II / Statistics / Estimation theory / Statistical theory

Estimating Operational Risk Capital with Greater Accuracy, Precision, and Robustness J.D. Opdyke 1 Head of Operational Risk Modeling, Quantitative Methods Group, GE Capital Forthcoming, Journal of Operational Risk, Issue

Add to Reading List

Source URL: www.datamineit.com

Language: English - Date: 2014-11-25 16:24:26
20Bank regulation / Banking / Systemic risk / Advanced measurement approach / Standardized approach / Basel Committee on Banking Supervision / Operational risk / Basel I / Advanced IRB / Financial regulation / Basel II / Finance

FSI Survey - Basel II, 2.5 and III Implementation

Add to Reading List

Source URL: www.bis.org

Language: English - Date: 2014-07-24 10:30:00
UPDATE