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Aufsichtliches Rahmenkonzept für Backtesting (Rückvergleiche) bei der Berechnung des Eigenkapitalbedarfs zur Unterlegung des Marktrisikos mit bankeigenen Modellen

1996

Persistent link: https://www.econbiz.de/10000927564

Global systemically important banks : updated assessment methodology and the higher loss absorbency requirement

2013 - July 2013

Persistent link: https://www.econbiz.de/10010190427

Liquidity coverage ratio disclosure standards : consultative document ; [issued for comment by 14 October 2013]

2013 - 19 July 2013

Persistent link: https://www.econbiz.de/10010190472

Capital requirements for banks' equity investments in funds : consultative document

2013 - July 2013

Persistent link: https://www.econbiz.de/10010190894

Recognising the cost of credit protection purchased : consultative document

2013 - March 2013

Persistent link: https://www.econbiz.de/10010209517

Foundations of the proposed modified supervisory formula approach

2013

This technical paper describes the modelling framework underlying the Modified Supervisory Formula Approach (MSFA) as proposed in the Basel Committee's recent consultative paper Revisions to the Basel Securitisation Framework. In contrast to the current Basel securitisation framework's...

Persistent link: https://www.econbiz.de/10009711333