Internal ratings-based approach

Results: 688



#Item
591Finance / Basel II / Business / Financial system / Internal Ratings-Based Approach / Bank regulation / Exposure at default / Loss given default

26 June 2014 EBA/CP[removed]Consultation Paper Draft regulatory technical standards on the sequential implementation of the IRB Approach and

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Source URL: www.c-ebs.org

Language: English - Date: 2014-06-26 12:54:02
592Financial economics / Systemic risk / Banking / Financial risk / Basel III / Loss given default / Basel II / Advanced IRB / Exposure at default / Financial regulation / Bank regulation / Finance

REPORT ON THE PRO-CYCLICALITY OF CAPITAL REQUIREMENTS UNDER THE INTERNAL RATINGS BASED APPROACH 17 December[removed]Report on the pro-cyclicality of capital

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Source URL: www.c-ebs.org

Language: English - Date: 2014-02-24 12:00:46
593Business / Bank regulation / Financial regulation / Loss given default / Operational risk / Finance / Exposure at default / Internal Ratings-Based Approach / Basel II / Actuarial science / Ethics / Risk

Microsoft Word - CEBS[removed]rev1 _Amendments to guidance implementation to COREP_ _2_.doc

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Source URL: www.eba.europa.eu

Language: English - Date: 2014-02-24 04:18:48
594Financial economics / Basel II / Financial risk / Systemic risk / European Banking Authority / European Union / Capital Requirements Directive / Advanced IRB / Loss given default / Financial regulation / Bank regulation / Finance

SUMMARY REPORT ON THE COMPARABILITY AND PRO-CYCLICALITY OF CAPITAL REQUIREMENTS UNDER THE INTERNAL RATINGS BASED APPROACH IN ACCORDANCE WITH ARTICLE 502 OF THE CAPITAL REQUIREMENTS REGULATION 17 December 2013

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Source URL: www.c-ebs.org

Language: English - Date: 2014-02-24 11:53:08
595Risk management / Actuarial science / Security / Financial risk / Operational risk / Credit risk / IT risk management / Loss given default / Internal Ratings-Based Approach / Risk / Management / Ethics

14 December 2006  Technical aspects of the management of concentration risk under the  supervisory review process ­ CP 11­ 2 nd  Part  Executive Summary 

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Source URL: www.eba.europa.eu

Language: English - Date: 2006-12-13 19:00:00
596Bank regulation / Banking / Loss given default / Financial risk / Advanced IRB / Exposure at default / Risk-weighted asset / Internal Ratings-Based Approach / Capital requirement / Financial regulation / Basel II / Finance

Wednesday, October 27, 2004 Part II Department of the

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Source URL: www.ffiec.gov

Language: English - Date: 2004-10-28 12:07:42
597Business / Internal Ratings-Based Approach / Loss given default / Advanced IRB / Exposure at default / Worksheet / Credit risk / Capital requirement / Financial risk / Financial regulation / Basel II / Finance

Microsoft Word - qis4_instructions.doc

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Source URL: www.ffiec.gov

Language: English - Date: 2004-10-29 12:32:56
598Business / Internal Ratings-Based Approach / Loss given default / Probability of default / Credit risk / Credit rating agency / Exposure at default / Minimum capital requirement / Credit rating / Basel II / Finance / Financial economics

Federal Register / Vol. 68, No[removed]Monday, August 4, [removed]Notices DEPARTMENT OF THE TREASURY Office of the Comptroller of the Currency [Docket No. 03–15]

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Source URL: www.ffiec.gov

Language: English - Date: 2004-10-28 12:02:32
599Business / Financial risk / Loss given default / Bank regulation / Actuarial science / Internal Ratings-Based Approach / Advanced IRB / Financial regulation / Basel II / Finance

6 December[removed]Background note on LGD quantification Introduction The Basel II revised Framework Document issued by the Basel Committee in June[removed]henceforth called the Framework Document) requires IRB banks to use

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Source URL: www.ffiec.gov

Language: English - Date: 2004-12-22 15:14:49
600Finance / Subprime mortgage crisis / Internal Ratings-Based Approach / Financial services / Mortgage industry of the United States / Collateral management / Financial economics / Credit risk / Credit

Category: Topic: Loan Portfolio Management Managing Risk Concentrations

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Source URL: www.fca.gov

Language: English - Date: 2011-12-14 14:57:51
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