Exposure at default

Results: 1255



#Item
181Bank 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
182Financial risk / Basel II / Bank regulation / Credit / Credit risk / Credit rating agency / Probability of default / Credit rating / Exposure at default / Financial economics / Financial regulation / Finance

Validation of Credit Risk Models Sylvain Barth´el´emy 1 ’Neither a borrower, nor a lender be’ Hamlet, W. Shakespeare

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Source URL: www.sylbarth.com

Language: English - Date: 2004-11-30 04:16:07
183Private 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 Österreichischer Leasing-Gesellschaften - VÖL Danish Association of Leasing Companies

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:15:28
184Bank 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
185Basel II / Bank regulation / Financial regulation / Loss given default / Finance / Exposure at default / Standardized approach / Verification and validation / Validation / Pharmaceutical industry / Validity / Business

Use of Vendor Products in the Basel II IRB Framework

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Source URL: www.bis.org

Language: English - Date: 2006-03-29 17:00:00
186Investment / 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
187Financial system / Business / Basel Committee on Banking Supervision / Money laundering / Financial Action Task Force on Money Laundering / Exposure at default / Bank / Customer Identification Program / Know your customer / Financial regulation / Bank regulation / Finance

Basel Committee Publications - Customer due diligence for banks (Consultative Document, Issued for comment by 31 March[removed]Jan 2001

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Source URL: www.bis.org

Language: English - Date: 2001-01-30 18:00:00
188Bank regulation / Business / Financial risk / Financial regulation / Loss given default / United States housing bubble / Foundation IRB / Credit risk / Exposure at default / Basel II / Finance / Financial economics

BASEL COMMITTEE ON BANKING SUPERVISION bc Eng 5 November[removed]Potential Modifications to the Committee’s Proposals

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:15:32
189Bank 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
190Business / 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
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