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Guidelines for computing capital for incremental risk in the trading book : consultative document
2009 - Jan. 2009
capital regime for trading book positions. The IRC would represent an estimate of the default and migration risks of …
Persistent link: https://www.econbiz.de/10003814762
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Guidelines for computing capital for incremental risk in the trading book : [final version]
2009 - July 2009
Persistent link: https://www.econbiz.de/10003902871
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Messages from the academic literature on risk measurement for the trading book
2011
This report summarises the findings of an ad hoc working group that reviewed the academic literature relevant to the regulatory framework for the trading book. This project was carried out in the first half of 2010 acting upon a request from the Trading Book Group to the Research Task Force of...
Persistent link: https://www.econbiz.de/10009238143
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Proposed revisions to the Basel II market risk framework : consultative document
2008
Persistent link: https://www.econbiz.de/10003742091
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Guidelines for computing capital for incremental risk in the trading book : consultative document
2008 - July 2008
Persistent link: https://www.econbiz.de/10003742134