Loss given default

Results: 728



#Item
381Estimation theory / Statistical theory / Parametric statistics / Loss given default / Linear regression / Ordinary least squares / Maximum likelihood / Non-parametric statistics / Errors and residuals in statistics / Statistics / Regression analysis / Econometrics

Further Investigation of Parametric Loss Given Default Modeling

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Source URL: occ.treas.gov

Language: English - Date: 2014-10-06 11:46:26
382Basel II / Financial economics / Banking / Basel Committee on Banking Supervision / Loss given default / Operational risk / Capital requirement / Basel I / Internal Ratings-Based Approach / Financial regulation / Finance / Bank regulation

Comptroller John C. Dugan Testimony Before the U.S. Senate Committee on Banking, Housing and Urban Affairs, November 10, 2005

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Source URL: www.ots.treas.gov

Language: English - Date: 2014-10-06 11:46:18
383Fixed income securities / Structured finance / Economics / Securities / Securitization / Tranche / Loss given default / Mortgage loan / United States housing bubble / Finance / Financial economics

Issues in Securitization 47th Annual Conference on Bank Structure and Competition May 4, 2011 Amit Seru University of Chicago and NBER

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Source URL: chicagofed.org

Language: English - Date: 2011-05-06 14:57:00
384Economics / Financial economics / Finance / Credit / Economy of the United States / Loan-to-value ratio / Loss given default / Securitization / Equity loan / Personal finance / United States housing bubble / Mortgage

Default Probability and Loss Given Default for Home Equity Loans

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Source URL: occ.treas.gov

Language: English - Date: 2014-10-06 11:46:09
385Financial economics / Bank regulation / Financial risk / Internal Ratings-Based Approach / Risk / Actuarial science / Loss given default / Exposure at default / Risk-weighted asset / Financial regulation / Basel II / Finance

Basel Committee on Banking Supervision Consultative Document The New Basel Capital Accord

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Source URL: www.federalreserve.gov

Language: English - Date: 2003-04-30 10:32:29
386Bank regulation / Banking / Internal Ratings-Based Approach / Advanced IRB / Standardized approach / Loss given default / Exposure at default / Operational risk / Capital requirement / Financial regulation / Basel II / Finance

DEPARTMENT OF THE TREASURY Office of the Comptroller of the Currency 12 CFR Part 3 Docket No[removed]RIN Number 1557-AC48

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Source URL: www.federalreserve.gov

Language: English - Date: 2003-08-01 15:29:40
387Financial system / Internal Ratings-Based Approach / Loss given default / Advanced IRB / Exposure at default / Credit risk / Probability of default / Operational risk / Bank regulation / Basel II / Business / Finance

DEPARTMENT OF THE TREASURY Office of the Comptroller of the Currency [Docket No[removed]pub[removed]

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Source URL: www.federalreserve.gov

Language: English - Date: 2003-08-01 15:29:52
388Finance / Basel I / Capital requirement / Advanced IRB / Loss given default / Basel Committee on Banking Supervision / Operational risk / Internal Ratings-Based Approach / Advanced measurement approach / Financial regulation / Basel II / Bank regulation

Acting Comptroller Julie L. Williams Testimony before the Subcommittee on Financial Institutions and the Subvcommittee on Domestic and International Monetary Policy, Trade and Technolology, May 11, 2005

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Source URL: www.occ.gov

Language: English - Date: 2014-09-07 08:44:46
389Finance / Basel I / Capital requirement / Advanced IRB / Loss given default / Basel Committee on Banking Supervision / Operational risk / Internal Ratings-Based Approach / Advanced measurement approach / Financial regulation / Basel II / Bank regulation

Acting Comptroller Julie L. Williams Testimony before the Subcommittee on Financial Institutions and the Subvcommittee on Domestic and International Monetary Policy, Trade and Technolology, May 11, 2005

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Source URL: www.occ.treas.gov

Language: English - Date: 2014-09-07 08:44:46
390Finance / Economics / Risk adjusted return on capital / Economic capital / Basel II / Montreal Exchange / Loss given default / Exposure at default / Risk / Financial economics / Financial risk / Actuarial science

Capital Management Toronto Stock Exchange | TSX Venture Exchange | TMX Select | Alpha | Montréal Exchange | BOX The Canadian Depository for Securities Limited | Canadian Derivatives Clearing Corporation TMX Datalinx |

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Source URL: www.tmxtechsolutions.com

Language: English
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