Internal Ratings-Based Approach

Results: 688



#Item
651United States housing bubble / Actuarial science / Bank regulation / Collateral management / Credit / Internal Ratings-Based Approach / Derivative / Credit derivative / Exposure at default / Finance / Financial economics / Economics

Basel Committee Publications - Industry Views on Credit Risk Mitigation - Jan 2000

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Source URL: www.bis.org

Language: English - Date: 2000-01-20 18:00:00
652Bank regulation / Financial economics / Banking / Systemic risk / Risk-weighted asset / Advanced IRB / Foundation IRB / Internal Ratings-Based Approach / Basel I / Financial regulation / Basel II / Finance

DISCUSSION PAPER SERIES No[removed]THE MANIPULATION OF BASEL RISKWEIGHTS Mike Mariathasan and Ouarda Merrouche

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Source URL: www.voxeu.org

Language: English - Date: 2013-07-02 07:20:47
653Tier 1 capital / Bank / Finance / Europe / European Union banking stress test exercises / Internal Ratings-Based Approach / European Union / European Banking Authority / Stress test

Opening Statement Publication of the 2011 EU-wide Stress Test Results Andrea Enria, Chairperson of the European Banking Authority London, 15 July 2011 We are here today to present you with the results of the EU wide stre

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Source URL: www.eba.europa.eu

Language: English - Date: 2011-07-20 20:00:00
654Risk 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
655Internal 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
656Exposure 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
657Personal finance / Credit rating agency / Basel II / European Insurance and Occupational Pensions Authority / Internal Ratings-Based Approach / Credit risk / Credit rating / Credit score / Securitization / Financial economics / Credit / Finance

JC/CP[removed]2014 Consultation Paper Draft Implementing Technical Standards On the mapping of ECAIs’ credit assessments under Article[removed]and (3) of

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Source URL: www.eba.europa.eu

Language: English - Date: 2014-02-26 11:03:55
658Risk management / Actuarial science / Security / Financial risk / Operational risk / Credit risk / IT risk management / Loss given default / Internal Ratings-Based Approach / Risk / Management / Ethics

14 December 2006  Technical aspects of the management of concentration risk under the  supervisory review process ­ CP 11­ 2 nd  Part  Executive Summary 

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Source URL: www.eba.europa.eu

Language: English - Date: 2006-12-13 19:00:00
659Business / Basel II / Risk / Systemic risk / Capital Requirements Directive / Basel Committee on Banking Supervision / Loss given default / Committee of European Banking Supervisors / Advanced measurement approach / Financial regulation / Bank regulation / Finance

4 April 2006  Guidelines on the implementation, validation and assessment  of Advanced Measurement (AMA) and Internal Ratings Based  (IRB) Approaches  Executive summary..............................

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Source URL: www.eba.europa.eu

Language: English - Date: 2014-02-18 08:28:21
660Investment / Actuarial science / European Union / Financial risk / European Banking Authority / Financial markets / Portfolio / Internal Ratings-Based Approach / Operational risk / Financial economics / Financial regulation / Economics

CONSULTATION PAPER ON EBA DRAFT RTS AND ITS ON BENCHMARKING PORTFOLIOS EBA/CP[removed]May 2014

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Source URL: www.eba.europa.eu

Language: English - Date: 2014-05-28 09:32:04
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