Showing 1 - 10 of 68
Persistent link: https://www.econbiz.de/10012517717
parties, which makes it difficult for banks to conduct due diligence and oversight. These risks require new risk management …
Persistent link: https://www.econbiz.de/10015083899
Persistent link: https://www.econbiz.de/10001781950
Persistent link: https://www.econbiz.de/10008653493
Persistent link: https://www.econbiz.de/10008653495
the Research Task Force on the interaction of market and credit risk (see Basel Committee on Banking Supervision (2009a …-at-riskʺ (VaR) should be interpreted henceforth in a broad sense as encompassing other common risk metrics, with the exception of … Section 3 in which risk metrics are compared directly. …
Persistent link: https://www.econbiz.de/10009238143
Persistent link: https://www.econbiz.de/10003424668
The report concludes that CRT activity (defined as indicated in the context of credit derivative-related transactions) has been developing at a rapid rate characterised by significant product innovation, an increasing number of market participants, growth in overall transaction volumes, and...
Persistent link: https://www.econbiz.de/10005847858
review of credit risk transfer (CRT) activity. ... The report concludes that CRT activity (defined as indicated in the …
Persistent link: https://www.econbiz.de/10005847863
In June 1999, a Multidisciplinary Working Group on Enhanced Disclosure (Fisher II working group) was established to provide advice to its sponsoring organisations1 on steps that would advance the state of financial institutions disclosures of financial risks in order to enhance the role of...
Persistent link: https://www.econbiz.de/10005847872