Exposure at default

Results: 1255



#Item
211Finance / International finance institutions / Central banks / Standardized approach / Internal Ratings-Based Approach / Exposure at default / Basel I / Capital requirement / Basel Committee on Banking Supervision / Financial regulation / Basel II / Bank regulation

Revisions to the Basel II market risk framework

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Source URL: www.bis.org

Language: English - Date: 2009-01-15 22:00:00
212Banking / Credit rating agency / Financial services / Financial economics / Foundation IRB / Exposure at default / Central bank / Bank / Credit risk / Basel II / Bank regulation / Finance

Comment on “Some Evidence on the Consistency of Banks’ Internal Credit Ratings” by Mark Carey Philip Lowe Bank for International Settlements

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:15:27
213Banking / Financial regulation / United States housing bubble / Exposure at default / Risk-weighted asset / Capital requirement / Securitization / Capital adequacy ratio / Internal Ratings-Based Approach / Finance / Financial economics / Bank regulation

APS330 Risk exposures and assessment Quarter ended 31 December 2014 DECEMBER 2014 SEPTEMBER 2014

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Source URL: www.bcu.com.au

Language: English - Date: 2015-02-11 00:36:35
214Bank regulation / Banking / Financial risk / Advanced IRB / Foundation IRB / Exposure at default / Standardized approach / Liquidity risk / Capital requirement / Financial regulation / Basel II / Finance

Proposed enhancementsto the Basel II framework

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Source URL: www.bis.org

Language: English - Date: 2009-01-16 07:44:00
215Financial risk / Financial economics / Business / Financial regulation / Loss given default / Advanced IRB / Exposure at default / Credit risk / Risk-weighted asset / Basel II / Finance / Bank regulation

Data quality questionnaire for QIS 5 - September 2005

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:15:32
216Banking / Financial regulation / United States housing bubble / Exposure at default / Risk-weighted asset / Capital requirement / Securitization / Capital adequacy ratio / Internal Ratings-Based Approach / Finance / Financial economics / Bank regulation

APS330 Risk exposures and assessment Quarter ended 30 September 2014 SEPTEMBER 2014 JUNE 2014

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Source URL: www.bcu.com.au

Language: English - Date: 2014-11-20 23:46:04
217Finance / Basel II / Bank regulation / Mathematical finance / Probability of default / Exposure at default / Credit risk / Economic capital / Merton Model / Financial regulation / Financial risk / Financial economics

The Empirical Relationship between Average Asset Correlation, Firm Probability of Default and Asset Size Jose A. Lopez Economic Research Department Federal Reserve Bank of San Francisco

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:15:27
218Financial economics / Basel II / Capital requirement / Basel I / Exposure at default / Credit rating agency / Basel Committee on Banking Supervision / Bank regulation / Financial regulation / Finance

Post-RCAP follow-up report: Brazil

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Source URL: www.bis.org

Language: English - Date: 2015-03-16 06:00:00
219Bank regulation / Banking / Loss given default / Advanced IRB / Foundation IRB / Risk-weighted asset / Exposure at default / Tier 2 capital / Capital requirement / Financial regulation / Basel II / Finance

Frequently asked questions for QIS 5 - January 2006

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Source URL: www.bis.org

Language: English - Date: 2006-01-27 12:36:46
220Investment / Financial services / Exposure at default / Banking Ordinance / Basel Committee on Banking Supervision / Basel I / Capital requirement / Credit rating agency / Hong Kong Association of Banks / Bank regulation / Finance / Basel II

立法會 Legislative Council LC Paper No. LS2[removed]Paper for the House Committee Meeting on 4 November 2011 Legal Service Division Report on

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Source URL: www.legco.gov.hk

Language: English - Date: 2011-11-13 22:47:08
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