Internal Ratings-Based Approach

Results: 688



#Item
11Economy / Finance / Money / Basel II / Bank regulation / Systemic risk / Financial regulation / Economic bubbles / Internal ratings-based approach / Probability of default / Exposure at default / Loss given default

MARKUS BEHN RAINER HASELMANN VIKRANT VIG The Limits of Model-Based Regulation

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Source URL: www.imfs-frankfurt.de

Language: English - Date: 2014-09-17 06:54:26
12Economy / Finance / Money / Bank regulation / Exposure at default / Value at risk / Economic model / Internal ratings-based approach

Chief Executive EBF_017510 Brussels, 19 OctoberMr Andrea ENRIA

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Source URL: www.ebf-fbe.eu

Language: English - Date: 2015-10-19 11:26:34
13Finance / Basel II / Internal Ratings-Based Approach / Exposure at default / Bank / Late-2000s financial crisis / Basel I / Advanced IRB / Loss given default / Financial regulation / Bank regulation / Economics

The Limits of Model-Based Regulation

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Source URL: object.cato.org

Language: English - Date: 2015-05-19 09:22:34
14Financial risk / Financial crises / Bank regulation / Basel II / Internal Ratings-Based Approach / Own Risk and Solvency Assessment / Solvency II Directive / Credit default swap / Operational risk / Economics / Financial economics / Finance

Is sovereign risk properly addressed by financial regulation?

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Source URL: www.banque-france.fr

Language: English - Date: 2012-04-21 04:00:09
15Finance / Financial crises / Financial regulation / Loss given default / Credit risk / Economic model / Systemic risk / Scenario analysis / Internal Ratings-Based Approach / Financial risk / Economics / Financial economics

Microsoft Word - Working Paper No-119.doc

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Source URL: www.dnb.nl

Language: English - Date: 2014-12-15 02:51:58
16Financial economics / Bank regulation / Banking / Systemic risk / Swiss Financial Market Supervisory Authority / Basel I / Basel Committee on Banking Supervision / Internal Ratings-Based Approach / Risk-weighted asset / Financial regulation / Finance / Basel II

Regulatory Consistency Assessment Programme (RCAP), Assessment of Basel III regulations - Switzerland

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Source URL: www.bis.org

Language: English - Date: 2013-06-25 04:00:00
17Financial risk / Financial services / Financial markets / Bank / Hedge fund / Internal Ratings-Based Approach / Financial economics / Finance / Investment

Statistical data - Market risk

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Source URL: finansinspektionen.se

Language: English - Date: 2014-07-04 08:54:04
18Basel II / Economics / Debt / Securities / Securitization / Credit risk / Advanced IRB / Shadow banking system / Internal Ratings-Based Approach / United States housing bubble / Financial economics / Finance

Statistical data Credit Risk DataPillar 1 Credit Risk Data Credit institutions: Own funds requirement

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Source URL: finansinspektionen.se

Language: English - Date: 2013-06-14 07:06:13
19Finance / Internal Ratings-Based Approach / Advanced IRB / Foundation IRB / Exposure at default / Loss given default / Risk-weighted asset / Basel I / Bank / Financial regulation / Basel II / Bank regulation

The Limits of Model-Based Regulation Markus Behn∗,† Rainer Haselmann‡ Vikrant Vig§ August 28, 2014 ABSTRACT In this paper, we investigate how the introduction of complex, model-based capital regulation affected cr

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Source URL: faculty.london.edu

Language: English - Date: 2014-09-03 14:13:38
20Investment / Capital requirement / Capital adequacy ratio / Tier 1 capital / Internal Ratings-Based Approach / Subprime crisis background information / Banking / Finance / Financial economics

PDF Document

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Source URL: assets.fscu.com.au

Language: English - Date: 2013-10-28 06:03:55
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