Development and validation of key estimates for capital models

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	The Basel handbook
1. Verfasser:	Araten, Michel (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2005
Schlagworte:
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Titel	Jahr	Verfasser
Basel II capital adequacy rules for securitisations and for retail exposures	2005	Dev, Ashish
IRB-compliant models in retail banking	2005	Norgate, Richard
Market discipline and appropriate disclosure in Basel II	2005	White, Lawrence J.
An operational risk ratings model approach to better measurement and management of operational risk	2005	Peccia, Anthony
Explaining the correlation in Basel II: derivation and evaluation	2005	Bluhm, Christian
Explaining the credit risk elements in Basel II	2005	Hills, Simon
Implementation of an IRB compliant rating system	2005	Fritz, Sebastian
Advanced credit model performance testing to meet Basel requirements	2005	Deventer, Donald R. van
Basel II in the light of Moody's KMV evidence	2005	Purhonen, Martti
Loss distribution approach in practice	2005	Frachot, Antoine
Stress tests of banks' regulatory capital adequacy: application to Tier 1 capital	2005	Jokivuolle, Esa
Point-in-time versus through-the-cycle ratings	2005
Insurance and operational risk	2005	Thirlwell, John
Development and validation of key estimates for capital models	2005	Araten, Michel
Loss given default and recovery risk: from Basel II standards to effective risk management tools	2005	Resti, Andrea
Regulatory priorities and expectations in the implementation of the IRB approach	2005	Duncan, Edward A.
Implementing a Basel II scenario-based AMA for operational risk	2005	Anders, Ulrich
Constructing an operational event database	2005	Haubenstock, Michael