Advanced measurement approach

Results: 137



#Item
71Management / Business / Financial risk / Operational risk / Financial institutions / Advanced measurement approach / Value at risk / Bank / Actuarial science / Risk / Ethics

ANNA CHERNOBAI Syracuse University PHILIPPE JORION University of California, Irvine FAN YU Michigan State University

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Source URL: chicagofed.org

Language: English - Date: 2009-12-05 18:50:25
72Business / Bank / Advanced measurement approach / Income / Operational risk / Basel II / Standardized approach / Basic indicator approach

Internal Policy Statement

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Source URL: www.jerseyfsc.org

Language: English - Date: 2010-03-11 08:51:58
73Advanced measurement approach / Basel Committee on Banking Supervision / Operational risk / Advanced IRB / Capital requirement / Bank regulation / Capital Requirements Directive / Standardized approach / Financial regulation / Basel II / Internal Ratings-Based Approach

BOARD OF GOVERNORS OF THE FEDERAL RESERVE SYSTEM DIVISION OF BANKING SUPERVISION AND REGULATION Date: To: From:

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Source URL: www.federalreserve.gov

Language: English - Date: 2003-07-11 11:59:18
74Office of Thrift Supervision / John M. Reich / Capital requirement / Operational risk / Standardized approach / Internal Ratings-Based Approach / Advanced measurement approach / Savings and loan association / Basel I / Financial regulation / Basel II / Finance

Press Releases November 1, 2007 OTS[removed]OTS Announces Approval of Final Rule on Basel II Office of Thrift Supervision FOR RELEASE at 2:00 P.M. EDT

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Source URL: www.occ.gov

Language: English - Date: 2011-09-30 15:41:27
75Finance / Systemic risk / Capital requirement / Basel Committee on Banking Supervision / Operational risk / Banking in the United States / Advanced measurement approach / Exposure at default / Office of the Comptroller of the Currency / Financial regulation / Bank regulation / Basel II

Press Releases June 26, 2004 OTS[removed]Banking Agencies Announce Publication of Revised Capital Framework and Describe U.S. Implementation Efforts Office of Thrift Supervision

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Source URL: www.occ.gov

Language: English - Date: 2011-10-03 16:29:43
76Operational risk / Bank regulation / Capital requirement / Federal Reserve System / Central bank / Financial regulation / Basel II / Advanced measurement approach

FRB: Supervisory Letter SR 11-8 on Implementation Issues Related to the Advanced Measurement Approaches for Operational Risk

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Source URL: www.federalreserve.gov

Language: English - Date: 2014-09-05 10:50:41
77Ethics / Actuarial science / Basel II / Security / Operational risk / Advanced measurement approach / Internal Ratings-Based Approach / Operational due diligence / Risk / Risk management / Management

INTERAGENCY STATEMENT ON THE ADVANCED MEASUREMENT APPROACHES -- June 3, 2011

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Source URL: www.federalreserve.gov

Language: English - Date: 2014-09-05 10:50:39
78Actuarial science / Risk / Operational risk / Monte Carlo method / Simulation / Basel II / Advanced measurement approach / Applied mathematics / Ethics / Probability and statistics

NORTHERN TRUST Operational Risk Quantification System Northern Trust Corporation May 2012

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Source URL: www.rinfinance.com

Language: English - Date: 2012-05-12 09:44:44
79Management / Actuarial science / Bank regulation / Basel II / Operational risk / Advanced measurement approach / Risk management / Basel Committee on Banking Supervision / Insurance / Risk / Economics / Financial economics

Recognising the risk-mitigating impact of insurance in operational risk modelling, October 2010

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Source URL: www.bis.org

Language: English - Date: 2010-10-28 11:45:00
80Actuarial science / Basel II / Security / Operational risk / Advanced measurement approach / Risk management / Internal control / Office of the Comptroller of the Currency / Internal Ratings-Based Approach / Risk / Management / Ethics

OCC[removed]: Advanced Measurement Approaches for Operational Risk: Interagency Guidance on the Advanced Measurement Approaches for Operational Risk

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Source URL: www.occ.treas.gov

Language: English - Date: 2014-10-19 09:39:04
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