Risk II

Results: 6324



#Item
931Financial risk / Basel II / Bank regulation / Credit / Credit risk / Credit rating agency / Probability of default / Credit rating / Exposure at default / Financial economics / Financial regulation / Finance

Validation of Credit Risk Models Sylvain Barth´el´emy 1 ’Neither a borrower, nor a lender be’ Hamlet, W. Shakespeare

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Source URL: www.sylbarth.com

Language: English - Date: 2004-11-30 04:16:07
932Bank regulation / Basel II / Financial economics / Financial ratios / Operational risk / Standardized approach / Basel Committee on Banking Supervision / Basic indicator approach / Loss given default / Finance / Financial regulation / Banking

The New Capital Accord – Issues for the Bahamas (Excerpted from the Central Bank of The Bahamas’ 2003 Annual Report) Current Status of The Bahamas In 1992, The Bahamas implemented the 1988 Basel Capital Accord (Basel

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Source URL: www.centralbankbahamas.com

Language: English - Date: 2004-09-30 10:08:26
933Banking / Bank / Shadow banking system / Investment banking / Basel II / Retail banking / Deposit insurance / Systemic risk / Banking in the United States / Economics / Finance / Financial economics

Financial Structure: The Issues, May 17, 2013

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Source URL: www.imf.org

Language: English - Date: 2013-05-22 10:49:35
934Banking in India / Basel II / Bank / Central bank / Federal Reserve System / Financial economics / Late-2000s financial crisis / Bank regulation / Subprime crisis background information / Economics / Economic history / Systemic risk

S S Mundra: Emerging contours of regulation and supervision in the Indian banking sector

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Source URL: www.bis.org

Language: English - Date: 2014-11-19 04:58:00
935Private law / Loss given default / Leasing / Exposure at default / Probability of default / Credit risk / Standardized approach / Internal Ratings-Based Approach / Advanced IRB / Basel II / Business / Finance

Verband Österreichischer Leasing-Gesellschaften - VÖL Danish Association of Leasing Companies

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:15:28
936Bank regulation / Loss given default / Advanced IRB / Foundation IRB / Probability of default / Banking / Credit risk / Financial risk / Exposure at default / Financial regulation / Basel II / Finance

Credit risk Collateral damage Most credit risk models focus on default probability, while making simple recovery assumptions for collateralised loans. As Jon Frye shows here, this is a mistake, because

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:15:27
937Business / Management / Risk / Banking / Financial risk / Basel II / Minimum capital requirement / Hyperbolic absolute risk aversion / Bank regulation / Actuarial science / Utility / Ethics

Ex Ante Versus Ex Post Regulation of Bank Capital

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Source URL: www.bis.org

Language: English - Date: 2006-07-06 05:52:38
938Management / Ethics / Own Risk and Solvency Assessment / Auditing / Financial risk / Solvency II Directive / Operational risk / Basel II / Enterprise risk management / Risk / Risk management / Actuarial science

REUTERS/ Michael Dalder Thomson Reuters for Solvency II executive summary

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Source URL: www.prdcommunity.com

Language: English - Date: 2015-01-13 08:35:21
939Microeconomics / Economics / Mathematical finance / Capital / Financial risk / Basel II / Cost of capital / Investment / Value at risk / Actuarial science / Banking / Financial economics

DRAFT[removed]The Cyclical Behavior of Optimal Bank Capital Arturo Estrella*

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:15:27
940Investment / Bank regulation / Banking / Loss given default / Advanced IRB / Basel I / Operational risk / UBS / Exposure at default / Financial regulation / Finance / Basel II

QIS3 - Comments by UBS (Basel Committee - March 2003)

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:15:28
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