Loss given default

Results: 728



#Item
521Estimation 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: www.occ.gov

Language: English - Date: 2014-08-03 08:45:54
522Finance / Economics / Debt / Basel II / Bank regulation / Exposure at default / Revolving credit / Loss given default / Advanced IRB / Financial economics / Credit / Personal finance

Exposure at Default of Unsecured Credit Cards

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Source URL: www.occ.treas.gov

Language: English - Date: 2014-08-03 08:49:45
523Bank regulation / Banking / Internal Ratings-Based Approach / Operational risk / Basel Committee on Banking Supervision / Advanced IRB / Standardized approach / Loss given default / Basel I / Financial regulation / Basel II / Finance

O NEWS RELEASE Comptroller of the Currency Administrator of National Banks

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Source URL: www.occ.gov

Language: English - Date: 2010-01-12 12:07:54
524Bank regulation / Basel II / Loss given default / Exposure at default / Risk-weighted asset / Securitization / Capital requirement / Asset-backed security / Internal Ratings-Based Approach / Finance / Financial regulation / Financial economics

Guidance on Advanced Approaches GAA[removed]: Implementing the Supervisory Formula Approach for Securitization Exposures

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Source URL: www.occ.treas.gov

Language: English - Date: 2014-08-03 08:45:41
525Bank regulation / Margin / Basel III / Interest rate swap / Swaption / Futures contract / Derivative / Loss given default / Exposure at default / Financial economics / Finance / Financial system

Meeting between Staff from the Banking Agencies and Representatives of J.P. Morgan March 11, 2013

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Source URL: www.federalreserve.gov

Language: English - Date: 2013-12-03 14:04:03
526Financial economics / Banking / Bank regulation / Financial risk / Internal Ratings-Based Approach / Standardized approach / Loss given default / Exposure at default / Advanced measurement approach / Financial regulation / Finance / Basel II

Friday, December 7, 2007 Part II

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Source URL: www.occ.treas.gov

Language: English - Date: 2014-07-27 08:46:24
527Investment / Bank regulation / Financial risk / Financial regulation / Loss given default / Capital adequacy ratio / Risk-weighted asset / Tier 1 capital / Capital requirement / Banking / Finance / Financial economics

Board of Governors of the Federal Reserve System OMB Number: [removed]Federal Deposit Insurance Corporation OMB Number: [removed]Office of the Comptroller of the Currency OMB Number: [removed]

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Source URL: www.ffiec.gov

Language: English - Date: 2010-06-18 10:01:41
528Financial economics / Financial regulation / Loss given default / Credit risk / AABC / Risk-weighted asset / Albanian-American Enterprise Fund / Thou / Aach / Financial risk / Measurement / Finance

Board of Governors of the Federal Reserve System OMB Number: [removed]Federal Deposit Insurance Corporation OMB Number: [removed]Office of the Comptroller of the Currency OMB Number: [removed]

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Source URL: www.ffiec.gov

Language: English - Date: 2011-03-29 10:54:41
529Investment / Bank regulation / Financial risk / Financial regulation / Loss given default / Capital adequacy ratio / Risk-weighted asset / Tier 1 capital / Capital requirement / Banking / Finance / Financial economics

Board of Governors of the Federal Reserve System OMB Number: [removed]Federal Deposit Insurance Corporation OMB Number: [removed]Office of the Comptroller of the Currency OMB Number: [removed]

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Source URL: www.ffiec.gov

Language: English - Date: 2010-10-01 13:21:01
530Investment / Bank regulation / Financial risk / Financial regulation / Loss given default / Capital adequacy ratio / Risk-weighted asset / Tier 1 capital / Capital requirement / Banking / Finance / Financial economics

Board of Governors of the Federal Reserve System OMB Number: [removed]Federal Deposit Insurance Corporation OMB Number: [removed]Office of the Comptroller of the Currency OMB Number: [removed]

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Source URL: www.ffiec.gov

Language: English - Date: 2008-05-06 10:53:26
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