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Risk management and regulation in banking : proceedings of the International Conference on Risk Management and Regulation in Banking (1997)
Galai, Dan, (1999)
Bank Stress Tests as Safety Case Regulation
Ricketts, Bryan, (2022)
Commercial banking risk management : regulation in the wake of the financial crisis
Tian, Weidong, (2017)
From Basel 1 to Basel 3 : integration of state-of-the-art risk modelling in banking regulation
Balthazar, Laurent, (2006)
Internal ratings: PD estimates for Basel II - Under Basel II, banks will have to prove that the long-run average probabilities of default they assign to their clients, which will be used as the basis for regulatory capital requirements, are correct. Currenrly, there are no standard tests to compare them with observed default rates. The author develops an approach that is directly derived from the ...
Balthazar, Laurent, (2004)
From Basel 1 to Basel 3: The Integration of State-of-the-Art Risk Modeling in Banking Regulation