Loss given default

Results: 728



#Item
701Loss given default / Skewness / Multivariate normal distribution / Skew normal distribution / Gaussian process / Internal Ratings-Based Approach / Statistics / Probability and statistics / Normal distribution

CHRISTODOULAKIS cover2.doc

Add to Reading List

Source URL: ec.europa.eu

Language: English - Date: 2012-05-31 06:12:31
702Exposure at default / Accounting systems / Loss given default / Economics / Debits and credits / Interest / Credit card / Basel II / Credit risk / Finance / Business / Bank regulation

JCR[removed]JH[removed]

Add to Reading List

Source URL: www.risk.net

Language: English - Date: 2013-05-10 18:01:34
703Financial risk / Basel II / Economic systems / Financial markets / Loss given default / Systemic risk / Credit risk / Exposure at default / Probability of default / Financial economics / Financial regulation / Finance

Regulatory use of system-wide estimations of PD, LGD and EAD

Add to Reading List

Source URL: www.bis.org

Language: English - Date: 2010-12-03 11:30:00
704Bank regulation / Systemic risk / Basel II / Central banks / Systemically important financial institution / Loss given default / Exposure at default / Probability of default / Capital requirement / Financial regulation / Economics / Finance

Global systemically important banks: assessment methodology and the additional loss absorbency requirement - Rules text

Add to Reading List

Source URL: www.bis.org

Language: English - Date: 2011-11-04 09:38:00
705Bank regulation / Financial economics / Banking / Financial risk / Advanced IRB / Foundation IRB / Loss given default / Risk-weighted asset / Capital requirement / Financial regulation / Basel II / Finance

Minimum Capital Requirement Basel II

Add to Reading List

Source URL: www.few.vu.nl

Language: English - Date: 2013-09-09 04:56:10
706Credit / United States housing bubble / Financial markets / Banking / Credit rating agency / Basel II / Mark-to-market accounting / Loss given default / Capital requirement / Financial economics / Finance / Economics

Goldman, Sachs 8, Co. I 85 Broad Street I New York, New York[removed]Tel: [removed]David Viniar

Add to Reading List

Source URL: www.sec.gov

Language: English - Date: 2004-02-20 08:26:48
707Debt / Credit / Financial regulation / Loss given default / Loans / Credit risk / Unsecured debt / Financial risk / Interest / Financial economics / Finance / Economics

Recovery Rates Introduction & Overview

Add to Reading List

Source URL: www.riskworx.com

Language: English - Date: 2004-11-09 10:00:53
708Finance / Internal Ratings-Based Approach / Loss given default / Credit rating agency / Credit risk / Exposure at default / Basel Committee on Banking Supervision / Bank / Federal Reserve System / Financial regulation / Basel II / Bank regulation

Range of Practice in Banks’ Internal Ratings Systems

Add to Reading List

Source URL: www.bis.org

Language: English - Date: 2000-01-17 18:00:00
709Basel II / Financial economics / Bank regulation / Risk-weighted asset / Tier 2 capital / Loss given default / Tier 1 capital / Advanced IRB / Capital adequacy ratio / Banking / Finance / Financial regulation

International Convergence of Capital Measurement and Capital Standards - A Revised Framework, November 2005

Add to Reading List

Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:17:47
710Bank regulation / Science / Financial regulation / Loss given default / Pharmaceutical industry / Probability of default / Validity / Validation / Exposure at default / Basel II / Finance / Business

Studies on the Validation of Internal Rating Systems (revised) - May 2005

Add to Reading List

Source URL: www.bis.org

Language: English - Date: 2005-05-18 18:00:00
UPDATE