Loss given default

Results: 728



#Item
241Loss given default / Stress testing / Credit risk / Finance / Financial economics / Stress test / Internal Ratings-Based Approach / Business / Financial risk / Financial regulation

[removed]IRBA Stress Testing CRD 1 Annex VII part 4, paragraphs 40, 41 and 42 and CEBS CP 12, require that institutions have in place sound stress testing processes for use in the assessment of

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Source URL: www.centralbank.ie

Language: English - Date: 2014-08-28 05:16:03
242Business / Basel II / Risk / Systemic risk / Capital Requirements Directive / Basel Committee on Banking Supervision / Loss given default / Committee of European Banking Supervisors / Advanced measurement approach / Financial regulation / Bank regulation / Finance

4 April 2006  Guidelines on the implementation, validation and assessment  of Advanced Measurement (AMA) and Internal Ratings Based  (IRB) Approaches  Executive summary..............................

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Source URL: www.centralbank.ie

Language: English - Date: 2014-08-28 05:16:02
243Risk / Ethics / Data security / Operational risk / Financial risk modeling / Loss given default / IT risk / Own Risk and Solvency Assessment / Actuarial science / Management / Security

10 June[removed]Banking Stakeholder Group comments on EBA Draft Regulatory Technical Standards on the conditions for assessing the materiality of extensions and changes of internal approaches when calculating own funds req

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Source URL: www.eba.europa.eu

Language: English - Date: 2014-09-16 12:40:46
244Business / Financial regulation / Loss given default / Exposure at default / Standardized approach / Risk / Finance / Internal Ratings-Based Approach / Risk management / Bank regulation / Ethics

B AN K I N G S TAK E H O L D E R G R O U P CONSULTATION ON EBA/CP[removed]ON DRAFT REGULATORY TECHNICAL STANDARDS ON THE SEQUENTIAL IMPLEMENTATION OF THE IRB APPROACH AND PERMANENT PARTIAL USE UNDER ARTICLES 148(6), 150

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Source URL: www.eba.europa.eu

Language: English - Date: 2014-11-21 11:34:42
245Exposure at default / Finance / Basel II / Business / Financial system / Internal Ratings-Based Approach / Financial regulation / Loss given default / Bank regulation

Response from the EBA Banking Stakeholder Group to Draft Regulatory Technical Standards specifying conditions according to which competent authorities may permit institutions to use relevant data covering shorter time pe

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Source URL: www.eba.europa.eu

Language: English - Date: 2014-09-18 06:07:19
246Risk / Ethics / Data security / Operational risk / Financial risk modeling / Loss given default / IT risk / Own Risk and Solvency Assessment / Actuarial science / Management / Security

10 June[removed]Banking Stakeholder Group comments on EBA Draft Regulatory Technical Standards on the conditions for assessing the materiality of extensions and changes of internal approaches when calculating own funds req

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Source URL: www.eba.europa.eu

Language: English - Date: 2014-09-16 12:40:46
247Exposure at default / Finance / Basel II / Business / Financial system / Internal Ratings-Based Approach / Financial regulation / Loss given default / Bank regulation

Response from the EBA Banking Stakeholder Group to Draft Regulatory Technical Standards specifying conditions according to which competent authorities may permit institutions to use relevant data covering shorter time pe

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Source URL: www.eba.europa.eu

Language: English - Date: 2014-09-18 06:07:19
248Business / Actuarial science / Risk management / Risk / Bank regulation / Loss given default / Operational risk / Standardized approach / Financial risk / Financial regulation / Basel II / Finance

EXPLANATORY NOTES TO THE TEMPLATES  These  explanatory  notes  present  a  very  brief  summary  of  the  contents  of  each  template.  As  a  result  of  the  application  of  the  principles

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Source URL: www.eba.europa.eu

Language: English - Date: 2008-07-16 20:00:00
249Finance / Business / Perception / Psychophysics / Probability of default / Credit risk / Loss given default / Absolute threshold / Exposure at default / Basel II / Auditing / Materiality

DRAFT RTS ON MATERIALITY THRESHOLD OF CREDIT OBLIGATION PAST DUE EBA/CP[removed]October[removed]Consultation Paper

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Source URL: www.eba.europa.eu

Language: English - Date: 2014-10-31 12:15:44
250Quality assurance / European Central Bank / Loss given default / Stress / Central bank / Evaluation / Knowledge / Education / Tests / Stress test

ECB publishes Comprehensive Assessment Stress Test Manual

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Source URL: www.banque-france.fr

Language: English - Date: 2014-08-08 08:54:40
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