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Loss given default
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#	Item
111	Verband Österreichischer Leasing-Gesellschaften - VÖL Danish Association of Leasing Companies Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:15:28 Private 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
112	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 Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:15:27 Bank regulation Loss given default Advanced IRB Foundation IRB Probability of default Banking Credit risk Financial risk Exposure at default Financial regulation Basel II Finance
113	Use of Vendor Products in the Basel II IRB Framework Add to Reading List Source URL: www.bis.org Language: English - Date: 2006-03-29 17:00:00 Basel II Bank regulation Financial regulation Loss given default Finance Exposure at default Standardized approach Verification and validation Validation Pharmaceutical industry Validity Business
114	QIS3 - Comments by UBS (Basel Committee - March 2003) Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:15:28 Investment Bank regulation Banking Loss given default Advanced IRB Basel I Operational risk UBS Exposure at default Financial regulation Finance Basel II
115	BASEL COMMITTEE ON BANKING SUPERVISION bc Eng 5 November[removed]Potential Modifications to the Committee’s Proposals Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:15:32 Bank 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
116	BASEL COMMITTEE ON BANKING SUPERVISION BANK FOR INTERNATIONAL SETTLEMENTS Quantitative Impact Study (QIS) QIS Questionnaire Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:15:28 Bank 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
117	Basel Committee on Banking Supervision Quantitative Impact Study 3 Instructions Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:15:28 Business Bank regulation Loss given default Worksheet Advanced IRB Foundation IRB Exposure at default Federal Reserve System Operational risk Financial regulation Basel II Finance
118	An Empirical Study of the Returns on Defaulted Debt and the Discount Rate for Loss-Given-Default Add to Reading List Source URL: www.bis.org Language: English - Date: 2009-03-27 11:17:00 Debt Basel II Mathematical finance Credit Financial markets Loss given default Advanced IRB Financial risk Net present value Finance Financial economics Economics
119	BASEL COMMITTEE ON BANKING SUPERVISION bc Eng 6 November[removed]To Participants in Quantitative Impact Study 2.5 Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:15:28 Bank regulation Loss given default Foundation IRB Exposure at default Banking Risk-weighted asset Internal Ratings-Based Approach Capital requirement Probability of default Financial regulation Basel II Finance
120	QIS3 - Comments by Federation Bancaire de l'Union Europeenne (Basel Committee - March 2003) Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:15:28 Finance Business Internal Ratings-Based Approach Advanced IRB Loss given default Foundation IRB Tier 2 capital European Banking Federation Operational risk Basel II Financial regulation Banking

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