International Convergence of Capital Measurement and Capital Standards

International Convergence of Capital Measurement and Capital Standards
Author:
Publisher: Lulu.com
Total Pages: 294
Release: 2004
Genre: Bank capital
ISBN: 9291316695


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International Convergence of Capital Measurement and Capital Standards
Language: en
Pages: 294
Authors:
Categories: Bank capital
Type: BOOK - Published: 2004 - Publisher: Lulu.com

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Banking On Basel
Language: en
Pages: 327
Authors: Daniel Tarullo
Categories: Business & Economics
Type: BOOK - Published: 2008-11-30 - Publisher: Columbia University Press

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The turmoil in financial markets that resulted from the 2007 subprime mortgage crisis in the United States indicates the need to dramatically transform regulati
Revisiting Risk-Weighted Assets
Language: en
Pages: 50
Authors: Vanessa Le Leslé
Categories: Business & Economics
Type: BOOK - Published: 2012-03-01 - Publisher: International Monetary Fund

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In this paper, we provide an overview of the concerns surrounding the variations in the calculation of risk-weighted assets (RWAs) across banks and jurisdiction
Operational Risk
Language: en
Pages: 74
Authors: Andreas Jobst
Categories: Business & Economics
Type: BOOK - Published: 2007-10-01 - Publisher: International Monetary Fund

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This paper investigates the generalized parametric measurement methods of aggregate operational risk in compliance with the regulatory capital standards for ope
The Validation of Risk Models
Language: en
Pages: 242
Authors: S. Scandizzo
Categories: Business & Economics
Type: BOOK - Published: 2016-07-01 - Publisher: Springer

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This book is a one-stop-shop reference for risk management practitioners involved in the validation of risk models. It is a comprehensive manual about the tools