Loss given default

Results: 728



#Item
191Bank regulation / Financial system / Banking / Systemic risk / Exposure at default / Basel I / Basel / Loss given default / Capital requirement / Financial regulation / Basel II / Finance

Credit Risk and Capital Requirements under Basel II Ana Lacerda Paula Antão

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-26 11:58:14
192Mathematical finance / Finance / Economics / Risk management / Risk / Value at risk / Systematic risk / Granularity / Credit default swap / Financial risk / Financial economics / Actuarial science

STATIC MULTIPLE RISK FACTOR MODEL EXAMPLES DYNAMIC RISK FACTOR MODEL DYNAMIC MODEL FOR DEFAULT AND LOSS GIVEN DEFAULT CONCLUDING REMARKS

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-04-30 17:24:40
193Financial regulation / Financial economics / Basel II / Capital requirement / Basel Committee on Banking Supervision / Basel I / Loss given default / Risk-weighted asset / Minimum capital requirement / Finance / Banking / Bank regulation

Stefan Ingves: Strengthening bank capital – Basel III and beyond Keynote address by Mr Stefan Ingves, Governor of the Sveriges Riksbank and Chairman of the Basel Committee on Banking Supervision, at the Ninth High Leve

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Source URL: www.bis.org

Language: English - Date: 2013-11-18 10:21:00
194United States housing bubble / Debt / Financial risk / Credit risk / Credit / Credit derivative / Loss given default / Securitization / Credit rating agency / Financial economics / Finance / Economics

Credit Risk Management Table of Contents SECTION 1 SECTION 3

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Source URL: www.garp.org

Language: English - Date: 2012-07-17 15:49:00
195Structured finance / Investment / Financial regulation / Loss given default / Bank regulation / Banking / Tranche / Exposure at default / Credit enhancement / Finance / Financial economics / Fixed income securities

Foundations of the Proposed Modified Supervisory Formula Approach

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Source URL: www.bis.org

Language: English - Date: 2013-01-31 10:20:00
196Advanced IRB / Loss given default / Business / Probability of default / Credit risk / Credit score / Economic model / Internal Ratings-Based Approach / Basel II / Financial economics / Finance

Vendor models for credit risk measurement and management - February 2010

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Source URL: www.bis.org

Language: English - Date: 2010-02-10 09:00:00
197Financial regulation / Financial system / Business / Exposure at default / Loss given default / Basel III / Probability of default / Central bank / Basel I / Bank regulation / Finance / Basel II

Frequently asked questions on Large Exposures QIS

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Source URL: www.bis.org

Language: English - Date: 2013-06-20 13:21:00
198Loss given default / Financial system / Advanced IRB / Exposure at default / Foundation IRB / Credit risk / Internal Ratings-Based Approach / Institutional review board / Basel II / Finance / Business

Prudential sourcebook for Banks, Building Societies and Investment Firms Chapter 4 The IRB approach

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Source URL: media.fshandbook.info

Language: English - Date: 2015-02-04 07:37:48
199Fixed income securities / Financial regulation / Bank regulation / United States housing bubble / Tranche / Basel II / Credit rating agency / Basel III / Loss given default / Finance / Financial economics / Structured finance

The Proposed Revised Ratings-Based Approach

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Source URL: www.bis.org

Language: English - Date: 2013-01-31 10:30:00
200Bank regulation / Actuarial science / Basel II / Financial risk / Loss given default / Credit risk / Risk-weighted asset / Exposure at default / Financial risk modeling / Economics / Business / Financial regulation

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Source URL: www.serasaexperian.com.br

Language: English - Date: 2013-10-09 07:23:19
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