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Basel Committee on Banking Supervision - 2021

Persistent link: https://www.econbiz.de/10012517717

International framework for liquidity risk measurement, standards and monitoring : consultative document

2009 - Dec. 2009

Persistent link: https://www.econbiz.de/10008653493

Messages from the academic literature on risk measurement for the trading book

2011

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

Studies on credit risk concentration : an overview of the issues and a synopsis of the results from the Research Task Force project

Duellmann, Klaus (contributor) - 2006

Persistent link: https://www.econbiz.de/10003424668

Quantitative Auswirkungsstudie 3: nationale Wahlrechte : zur Anwendung durch deutsche Kreditinstitute zum Ausfüllen der QIS 3-Fragebögen : für Kreditinstitute, die Angaben zum Standardansatz und den auf internen Ratings basierenden Ansätzen machen

2002 - [Elektronische Ressource], Übers. der Deutschen Bundesbank

Persistent link: https://www.econbiz.de/10001781950

Analysis of the trading book quantitative impact study

2009

Persistent link: https://www.econbiz.de/10008653495

Results from the 2008 Loss Data Collection Exercise for operational risk

2009 - July 2009

Persistent link: https://www.econbiz.de/10003902869

Supervisory framework for measuring and controlling large exposures : consultative document

2013 - March 2013

Persistent link: https://www.econbiz.de/10010209523

Monitoring tools for intraday liquidity management : [final document]

2013 - April 2013

Persistent link: https://www.econbiz.de/10010209530

Frequently asked questions on large exposures QIS : consultative document

2013 - June 2013

This document provides answers to technical and interpretive questions raised by supervisors and banks during the Large Exposures QIS. The document intends to facilitate the completion of the questionnaire and is not to be construed as an official interpretation of other documents published by...

Persistent link: https://www.econbiz.de/10010209537