Loss given default

Results: 728



#Item
661Risk management / Risk / Business / Financial regulation / Loss given default / Operational risk / Financial risk / Standardized approach / Internal Ratings-Based Approach / Basel II / Ethics / Actuarial science

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: 2014-04-30 10:26:28
662Internal Ratings-Based Approach / Basel II / Credit risk / Loss given default

Microsoft Word - CEBS[removed]REV 2 _Final Advice on Large Exposures_ _3_.doc

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Source URL: www.eba.europa.eu

Language: English - Date: 2013-05-24 04:15:41
663Economy of the European Union / European Union / Financial markets / European Insurance and Occupational Pensions Authority / Basel II / Solvency II Directive / Capital Requirements Directive / Loss given default / Markets in Financial Instruments Directive / Financial regulation / European Union directives / Financial economics

CEBS: Past, Present and Future First CEBS Conference, London, 9 May[removed]Jörgen Holmquist

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Source URL: www.eba.europa.eu

Language: English - Date: 2014-02-23 10:13:41
664Multivariate statistics / Data analysis / Dynamic factor / Maximum likelihood / Loss given default / Principal component analysis / Mathematical model / Likelihood function / Credit risk / Statistics / Estimation theory / Econometrics

Wo r k i n g Pa p e r S e r i e S NO[removed]D e c e m b e r 2013 Observation Driven Mixed-Measurement Dynamic Factor Models with an

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Source URL: www.ecb.europa.eu

Language: English - Date: 2013-12-19 03:01:37
665Bank regulation / Actuarial science / Credit risk / Exposure at default / Solvency II Directive / Reinsurance / Loss given default / Futures contract / Derivative / Financial economics / Investment / Finance

[removed]Comments on Consultation[removed]Draft L2 Advice on SCR Standard Formula - Counterparty default risk Name company: FFSA

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Source URL: eiopa.europa.eu

Language: English - Date: 2010-09-06 07:12:04
666Financial economics / Finance / Basel II / Advanced IRB / Credit risk / Bank / Loss given default / Financial risk / Financial regulation / Actuarial science

Microsoft Word - July17 Integrated MC.doc

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Source URL: www.fdic.gov

Language: English - Date: 2014-03-24 18:06:14
667Financial regulation / Loss given default / Exposure at default / Reinsurance / Groupama / Solvency II Directive / Finance / Business / Insurance / Actuarial science / Bank regulation

Deadline[removed]p.m. CET Comments Template on CEIOPS-CP 44 Consultation Paper on the Draft L2 Advice on TP – Counterparty default adjustment

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Source URL: eiopa.europa.eu

Language: English - Date: 2010-09-06 07:13:13
668Exposure at default / Mortgage loan / Finance / Business / Financial system / Internal Ratings-Based Approach / Basel II / Financial regulation / Loss given default

CEBS QIS FAQs 22 April 2010 Frequently asked questions on the comprehensive quantitative impact study - EU specific annex This document provides answers to technical and interpretive questions raised by

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Source URL: www.eba.europa.eu

Language: English - Date: 2014-02-24 09:14:01
669Financial risk / Banking / Bank regulation / Basel II / Advanced IRB / Exposure at default / Loss given default / Risk-weighted asset / Credit risk / Financial regulation / Finance / Financial economics

26 February[removed]Interim results of the EBA review of the consistency of risk-weighted assets. Top-down assessment of the banking book

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Source URL: www.eba.europa.eu

Language: English - Date: 2014-02-24 11:58:30
670Basel II / Financial risk / Loss given default / Advanced IRB / Bank regulation / Mathematical finance / Exposure at default / Credit risk / Modern portfolio theory / Financial economics / Financial regulation / Finance

EBA Report 05 August 2013 Interim results update of the EBA review of the consistency of risk-weighted assets

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Source URL: www.eba.europa.eu

Language: English - Date: 2014-02-24 11:58:56
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