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The Standardised Approach for Measuring Counterparty Credit Risk Exposures 2014
Basel Committee
 
The standardised approach for measuring counterparty credit risk exposures improves on existing non-modelled methodologies for assessing the counterpa...
Fundamental Review of the Trading Book: A Revised Market Risk Framework (Second Consultative Document) 2013
Basel Committee
 
This is the Basel Committee’s (“the Committee”) second consultative paper on the fundamental review of trading book capital requirements. The revisio...
Progress Report in Adopting Principles for Effective Risk Data Aggregation and Risk Reporting 2013
Basel Committee
 
The progress report provides a snapshot of G-SIBs' overall preparedness to comply with the Principles, as well as the related challenges they face...
Global Systemically Important Banks: Updated Assessment Methodology and the Higher Loss Absorbency Requirement 2013
Basel Committee
 
This document updates and replaces the November 2011 publication Global systemically important banks: assessment methodology and the additional loss a...
Results from the 2008 Loss Data Collection Exercise for Operational Risk 2009
Basel Committee
 
A total of 121 banks from 17 countries participated in the 2008 LDCE and 119 banks provided internal loss data.3 Forty-two of these banks used the AMA...
Liquidity Stress Testing: A Survey of Theory, Empirics and Current Industry and Supervisory Practices 2013
Basel Committee
 
What constitutes a good stress test is not universally clear. Practices still differ widely, not only in the supervisory community but also in the ba...
The Regulatory Framework: Balancing Risk Sensitivity, Simplicity and Comparability 2013
Basel Committee
 
Section 2 discusses the concepts of simplicity, comparability and risk sensitivity. Section 3 provides an overview of the current risk-based capital f...
Analysis of Risk-Weighted Assets for Credit Risk in the Banking Book 2013
Basel Committee
 
The analysis was based on: (i) top-down RWA analysis, with a focus on analysing RWA differences using supervisory data at the country, bank and portfo...
Consultation Paper on revision of the ‘Guidelines on Technical aspects of the management of interest rate risk arising from non trading activities in the context of the superv 2013
Basel Committee
 
The amendments to the original general guidance are focussed in two areas: a) insertion of an additional item of high level guidance for institutions ...
Principles for Effective Risk Data Aggregation and Risk Reporting Final 2013
Basel Committee
 
The principles published today are intended to strengthen banks' risk data aggregation capabilities and internal risk reporting practices. They co...
Monitoring Tools for Intraday Liquidity Management 2013
Basel Committee
 
Requirements for measuring and monthly reporting of intraday funding liquidity risk to bank supervisors. Includes requirement to implement four super...
Definition of Capital Disclosure Requirements 2011
Basel Committee
 
To enable market participants to compare the capital adequacy of banks across jurisdictions it is essential that banks disclose the full list of capit...
Basel III: The Liquidity Coverage Ratio and Liquidity Risk Monitoring Tools 2013
Basel Committee
 
The Committee has further strengthened its liquidity framework by developing two minimum standards for funding liquidity. These standards have been de...
Basel III: International Framework for Liquidity Risk Measurement, Standards and Monitoring 2010
Basel Committee
 
The Committee has further strengthened its liquidity framework by developing two minimum standards for funding liquidity. These standards have been de...
Regulatory Consistency Assessment Program (RCAP) - Analysis of Weighted Assest for Market Risk 2013
Basel Committee
 
Using a hypothetical diversified portfolio consisting primarily of 'simple' long and short positions, there can be a substantial difference be...
Capital Requirements for Banks Exposures to Central Counterparties 2012
Basel Committee
 
The interim framework for determining capital requirements for bank exposures to central counterparties is being introduced via additions and amendmen...
Basel III Counterparty Credit Risk and Exposures to Central Counterparties - Frequently Asked Questions 2012
Basel Committee
 
This document sets out the fourth set of frequently asked questions that relate to the counterparty credit risk sections of the Basel III rules text a...
Results of the Second Quantitative Impact Study 2001
Basel Committee
 
The QIS2 results indicate that the CP2 proposals for credit risk would deliver an increase in capital requirements for all groups under both the Stand...
Margin Requirements for Non-Centrally-Cleared Derivatives 2012
Basel Committee
 
These proposals would establish minimum standards for margin requirements for non-centrally-cleared derivatives. A central element of the proposal is...
Monitoring Indicators for Intraday Liquidity Management 2012
Basel Committee
 
This consultative document seeks comments on the design of the proposed indicators and on the supporting regulatory reporting regime. Although the ind...
Principles for Effective Risk Data Aggregation and Risk Reporting Consultative Document 2012
Basel Committee
 
One of the most significant lessons learned from the global financial crisis that began in 2007 was that banks’ information technology (IT) and data a...
Proposed Revisions to the Basel II Market Risk Framework 2008
Basel Committee
 
The decision to capture not only defaults but a wider range of incremental risks in the incremental risk capital charge is reflected in the proposed c...
Fundamental Review of the Trading Book Consultative Document 2012
Basel Committee
 
This consultative document presents the initial policy proposals emerging from the Basel Committee’s (“the Committee”) fundamental review of trading b...
Peer Review of Supervisory Authorities' Implementation of Stress Testing Principles 2012
Basel Committee
 
The review found that stress testing has become a key component of the supervisory assessment process as well as a tool for contingency planning and c...
Global systemically important banks: assessment methodology and the additional loss absorbency requirement: Rules Text 2011
Basel Committee
 
The measures adopted by the Basel Committee in this document address the first objective of requiring additional going-concern loss absorbency for G-S...
Interpretive issues with respect to the revisions to the market risk framework 2011
Basel Committee
 
In this document, the Basel Committee on Banking Supervision (“the Committee”)1 provides responses to interpretive issues regarding the Revisions to t...
The Supervisory Treatment of Market Risks 1993
Basel Committee
 
The Basel Committee on Banking Supervision is issuing the attached proposals to require capital for open positions in debt securities, equities and fo...
Basel III: A Global Regulatory Framework for More Resilient Banks and Banking Systems 2011
Basel Committee
 
This document, together with the document Basel III: International framework for liquidity risk measurement, standards and monitoring, presents the Ba...
Principles for the Sound Management of Operational Risk 2011
Basel Committee
 
The Committee has determined that the 2003 Sound Practices paper should be updated to reflect the enhanced sound operational risk management practices...
Operational Risk – Supervisory Guidelines for the Advanced Measurement Approaches 2011
Basel Committee
 
This paper identifies supervisory guidelines associated with the development and maintenance of key internal governance, data and modelling frameworks...
Interpretive Issues with Respect to the Revisions to the Market Risk Framework 2011
Basel Committee
 
In this document, the Basel Committee on Banking Supervision (“the Committee”)1 provides responses to interpretive issues regarding the Revisions to t...
Revisions to the Basel II Market Risk Framework: Updated as of 31 December 2010 2011
Basel Committee
 
The current capital framework for market risk, based on the 1996 Amendment to the Capital Accord to incorporate market risks, does not capture some ke...
Messages from the Academic Literature on Risk Measurement for the Trading Book 2010
Basel Committee
 
Sections 1 to 4 address fundamental issues of a sometimes highly technical nature in current VaR-based approaches to risk measurement. More specifical...
Results of the Comprehensive Quantitative Impact Study 2010
Basel Committee
 
The Basel Committee on Banking Supervision (“the Committee”)1 conducted a comprehensive quantitative impact study (QIS) to ascertain the impact of its...
Guidelines for Computing Capital for Incremental Default Risk in the Trading Book 2007
Basel Committee
 
The Basel/IOSCO Agreement reached in July 20051, contained several improvements to the capital regime for trading book positions. Among the revisions ...
Recognizing the Risk-Mitigating Impact of Insurance in Operational Risk Modelling 2010
Basel Committee
 
?Under the Basel II Framework,1 banks using an Advanced Measurement Approach (AMA) to operational risk are permitted to recognise the risk mitigating ...
Vendor Models for Credit Risk Measurement and Management 2010
Basel Committee
 
The Research Task Force (RTF) of the Basel Committee initiated a review of selected vendor credit-risk products, focusing on models that could be used...
Basel III: International Framework for Liquidity Risk Measurement, Standards and Monitoring 2010
Basel Committee
 
This document presents the liquidity portion of the Basel Committee’s1 reforms to strengthen global capital and liquidity regulations with the goal of...
Sound Practices for the Management and Supervision of Operational Risk 2010
Basel Committee
 
The Committee has determined that the 2003 Sound Practices paper should be updated to reflect the enhanced sound operational risk management practices...
Operational Risk - Supervisory Guidelines for the Advanced Measurement Approaches Consultative Document 2010
Basel Committee
 
This paper identifies supervisory guidelines associated with the development and maintenance of key internal governance, data and modelling frameworks...
Sound Practices for Backtesting Counterparty Credit Risk Models 2010
Basel Committee
 
?This document sets out the principle terminology used in IMM backtesting, discusses backtesting and presents examples of IMM backtesting good practic...
Developments in Modelling Risk Aggregation 2010
Basel Committee
 
The report suggests improvements to the current modelling techniques used by complex firms to aggregate risks. It also examines supervisory approaches...
Principles for Enhancing Corporate Governance 2010
Basel Committee
 
* A bank should have a risk management function (including a chief risk officer (CRO) or equivalent for large banks and internationally active banks),...
An Explanatory Note on the Basel II IRB Risk Weight Functions 2005
Basel Committee
 
This paper purely focuses on explaining the Basel II risk weight formulas in a non-technical way by describing the economic foundations as well as the...
International Convergence of Capital Measurement and Capital Standards: A Revised Framework Comprehensive Version 2006
Basel Committee
 
This document is a compilation of the June 2004 Basel II Framework, the elements of the 1988 Accord that were not revised during the Basel II process,...
Findings on the Interaction of Market and Credit Risk 2009
Basel Committee
 
This paper summarises the findings of the IMCR group’s efforts, focusing on the main lessons for supervisors and on the answers to the questions menti...
Guidelines for computing capital for incremental risk in the trading book (final) 2009
Basel Committee
 
The incremental risk charge (IRC) set forth below is intended to complement additional standards being applied to the value-at-risk modelling framewor...
Revisions to the Basel II market risk framework (final) 2009
Basel Committee
 
According to the proposed changes to the Basel II market risk framework outlined below, the trading book capital charge for a bank using the internal ...
Enhancements to the Basel II framework 2009
Basel Committee
 
The proposals for enhancing the Basel II framework in the area of securitisation and more specifically for dealing with resecuritisations have been fi...
Sound practices for backtesting counterparty credit risk models 2010
Basel Committee
 
Firms with permission to use internal model methods to calculate counterparty credit risk (CCR) regulatory capital – hereafter referred to as “IMM fir...
Analysis of the Trading Book Quantitative Impact Study 2009
Basel Committee
 
The results of the impact study indicate an average (median) increase of at least 11.5% (3.2%) of overall capital requirements and of 223.7% (102.0%) ...
International Framework for Liquidity Risk Measurement, Standards and Monitoring 2009
Basel Committee
 
Section II discusses the two measures of liquidity risk exposure developed to be formally-adopted standards for internationally active banking organis...
Principles for sound stress testing practices and supervision (consultative paper) 2009
Basel Committee
 
The Basel Committee has engaged with the industry in examining stress testing practices over this period and this paper is the result of that examinat...
Principles for sound stress testing practices and supervision (consultative paper) 2009
Basel Committee
 
The Basel Committee has engaged with the industry in examining stress testing practices over this period and this paper is the result of that examinat...
Liquidity Risk: Management and Supervisory Challenges 2008
Basel Committee
 
In December 2006, the Basel Committee on Banking Supervision (BCBS) established the Working Group on Liquidity (WGL) to review liquidity supervision p...
Enhancing corporate governance for banking organisations 2006
Basel Committee
 
From a banking industry perspective, corporate governance involves the manner in which the business and affairs of banks are governed by their boards ...
Principles for enhancing corporate governance consultative document 2010
Basel Committee
 
Subsequent to the publication of the Committee’s 2006 guidance, there have been a number of corporate governance failures and lapses, many of which ca...
Public Disclosure of the Trading and Derivatives Activities of Banks and Securities Firms 1995
Basel Committee
 
This document surveys annual report disclosures about the trading (on-balancesheet instruments and off-balance-sheet derivatives) and non-trading deri...
Enhancing Bank Transparency 1998
Basel Committee
 
This report discusses the role of information in effective market discipline and effective banking supervision. It provides general guidance to bankin...
Fair value measurement and modelling: An assessment of challenges and lessons learned from the marke 2008
Basel Committee
 
Recognising the critical importance of sound valuations to risk management, financial reporting and regulatory capital adequacy, in early 2007 the Bas...
Principles for Sound Liquidity Risk Management and Supervision 2008
Basel Committee
 
In order to account for financial market developments as well as lessons learnedfrom the turmoil, the Basel Committee has conducted a fundamental revi...
Range of Practices and Issues in Economic Capital Frameworks 2009
Basel Committee
 
This paper emphasises the importance of understanding the relationship between overall economic capital and its building blocks, as well as ensuring t...
Proposed Enhancements to the Basel II Framework 2009
Basel Committee
 
The Basel Committee has finalised its proposals for enhancing the Basel II framework in thearea of securitisation and more specifically for dealing wi...
Guidelines for Computing Capital for Incremental Risk in the Trading Book 2009
Basel Committee
 
The incremental risk charge (IRC) set forth below is intended to complement additional standards being applied to the value-at-risk modelling framewor...
Revisions to the Basel II Market Risk Framework 2009
Basel Committee
 
The Basel Committee/IOSCO Agreement reached in July 20051 contained several improvements to the capital regime for trading book positions. Among the r...
Principles for Home-Host Supervisory Cooperation and Allocation Mechanisms in the Context of Advance 2007
Basel Committee
 
This paper sets out principles related to two important topics in the implementation of theAdvanced Measurement Approaches (AMA) for operational risk ...
Public Disclosures by Banks: Results of the 1999 Disclosure Survey 2001
Basel Committee
 
The survey results show varying disclosure levels in the areas surveyed. In a broad sense,banks commonly disclosed capital related items, credit risk ...
New Developments in Clearing and Settlement Arrangements for OTC Derivatives 2007
Basel Committee
 
The report focuses on six issues, of which three had already been discussed in 1998 andthree others have caught the Group’s attention during its discu...
Observed Range of Practice In Key Elements of Advanced Measurement Approaches 2006
Basel Committee
 
This paper describes specific practices that have been observed in relation to some of the key challenges AMA banks currently are facing in their oper...
Studies on Credit Risk Concentration 2006
Basel Committee
 
The Concentration Risk Group of the Research Task Force of the Basel Committee on Banking Supervision undertook a principally analytical project with ...
Core Principles Methodology 2006
Basel Committee
 
Although Committee members individually collaborate in assessment missions, these are conducted primarily by the IMF and the World Bank. The Committee...
Update on Work of the Accord Implementation Group Related to Validation Under the Basel II Framework 2006
Basel Committee
 
Validation is a fundamental aspect of the IRB approach, so much so that the AIG hasestablished a Subgroup to examine issues related to validation. Th...
The Management of Liquidity Risk in Financial Groups 2006
Basel Committee
 
This paper presents the results of a review by the Joint Forum’s Working Group on Risk Assessment and Capital (the Working Group) of funding liquidity...
Principles for the Management of Credit Risk 2000
Basel Committee
 
The sound practices set out in this document specifically address the following areas:(i) establishing an appropriate credit risk environment; (ii) op...
The Treatment of Expected Losses by Banks Using the AMA Under the Basel II Framework 2005
Basel Committee
 
The purpose of this Newsletter is to set forth the views of the Operational Risk Subgroup (AIGOR) of the Basel Committee Accord Implementation Group r...
On the Use of Information and Risk Management by International Banks 1998
Basel Committee
 
The report is organised as follows. Part II discusses banks’ usage of financialstatistics, especially the BIS banking statistics. Part III reports on ...
Stress Testing at Major Financial Institutions: Survey Results and Practice 2005
Basel Committee
 
Stress testing has evolved as a practical risk management tool and its applications are expanding.This is evident in the following report, which summa...
Proposal to Issue a Supplement ot the Basle Capital Accord to Cover Market Risks 1995
Basel Committee
 
In April 1993, the Basle Committee on Banking Supervision ("the Committee")issued for comment by banks and financial market participants a package of ...
The Application of Basel II to Trading Activities and the Treatment of Double Default Effects 2005
Basel Committee
 
This paper describes a proposal to address five specific issuesrelated to double default and trading activities prior to the implementation of the Rev...
Banks Interactions with Highly Leveraged Institutions 1999
Basel Committee
 
This report serves three primary objectives:Evaluating the potential risks resulting from the activities of HLIs, with particularregard to their inter...
Market Liquidity: Research Findings and Selected Policy Implications 1999
Basel Committee
 
Recent episodes of turbulence in global financial markets, as well as the ever-increasing importance oftraded markets to financial intermediation, hav...
Principles for the Home-Host Recognition of AMA Operational Risk Capital 2004
Basel Committee
 
...
Studies on the Validation of Internal Rating Systems 2005
Basel Committee
 
in 2002the Research Task Force (RTF) formed a subgroup (the Validation Group) to review anddevelop research on the validation of rating systems that w...
Quantitative Impact Study 3: Technical Guidance 2002
Basel Committee
 
...
Quantitative Impact Study 3 - Overview of Global Results 2003
Basel Committee
 
In October 2002, the Basel Committee on Banking Supervision initiated the third Quantitative Impact Study (QIS3) involving a range of banks across 43 ...
International Convergence of Capital Measurement and Capital Standards 1998
Basel Committee
 
This report presents the outcome of the Committee's1 work over several years tosecure international convergence of supervisory regulations governing t...
The New Basel Accord: An Explanatory Note 2001
Basel Committee
 
More than a decade has passed since the Basel Committee on Banking Supervision (theCommittee) introduced its 1988 Capital Accord (the Accord). The bus...
Operational Risk Data Collection Exercise - 2002 2002
Basel Committee
 
In May 2001, the Basel Committee on Banking Supervision launched a survey of banks’operational risk data. In a repeat of this exercise, the Committee ...
Financial Disclosure in the Banking, Insurance and Securities Sectors: Issues and Analysis 2004
Basel Committee
 
June 1999, a Multidisciplinary Working Group on Enhanced Disclosure (Fisher IIworking group) was established to provide advice to its sponsoring organ...
Operational Risk Transfer Across Financial Sectors 2003
Basel Committee
 
The purpose of this paper is to foster dialogue amongst financial firms andsupervisors around issues related to the transfer of operational risk acros...
Consultative Document Operational Risk 2001
Basel Committee
 
The Committee wants to enhance operational risk assessment efforts byencouraging the industry to develop methodologies and collect data related to man...
Operational Risk - Rules Language 2003
Basel Committee
 
The framework outlined below presents three methods for calculating operationalrisk capital charges in a continuum of increasing sophistication and ri...
The 2002 Loss Data Collection Exercise for Operational Risk 2003
Basel Committee
 
The following is a summary of the data collected through the 2002 Operational Risk LossData Collection Exercise (LDCE) launched by the Risk Management...
A New Capital Adequacy Framework: Consultative Paper 1999
Basel Committee
 
The Basel Committee on Banking Supervision (the Committee)1 has decided tointroduce a new capital adequacy framework to replace the 1988 Accord.2 The ...
Performance of Models-Based Capital Charges for Market Risk 1999
Basel Committee
 
Inorder to assess the adequacy of capital charges based on the internal models approach, theModels Task Force conducted a survey analysing over 40 ban...
International Convergence of Capital Measurement and Capital Standards A Revised Framework 2004
Basel Committee
 
This report presents the outcome of the Basel Committee on Banking Supervision’s(“the Committee”)1 work over recent years to secure international conv...
An Internal Model-Based Approach to Market Risk Capital Requirements 1995
Basel Committee
 
The first section of this paper describes the general approach to managing marketrisks that is common to many large banks using proprietary models. Se...
Credit Ratings and Complementary Sources of Credit Quality Information 2000
Basel Committee
 
Bank regulation has made increasing use of external credit ratings in recentyears and, in June 1999, the Basel Committee on Banking Supervisionpropose...
Trading and Derivatives Activities of Banks and Securities Firms 1996
Basel Committee
 
This document provides a follow-up survey that includes the 1995 disclosuresabout trading and derivatives activities of the internationally active ban...
Consultative Document Pillar 3 (Market Discipline) 2001
Basel Committee
 
The Committee’s guiding principles in developing this paper are as follows:the purpose of Pillar 3 – market discipline - is to complement the operatio...
Working Paper on Pillar 3 - Market Discipline 2001
Basel Committee
 
The purpose of this paper prepared by the Transparency Group of the BaselCommittee is to further the Committee's dialogue with the industry on the dis...
Results of the Survey of Public Disclosures in 1998 Annual Reports 1999
Basel Committee
 
This survey examines the public disclosures of trading and derivatives activities of 71 of theworld’s leading banks and securities firms headquartered...
Recommendations for Public Disclosure of Trading and Derivatives Activities 1999
Basel Committee
 
This paper, issued jointly by the Basle Committee on Banking Supervision andthe IOSCO Technical Committee, presents recommendations for public disclos...
Overview of the New Basel Capital Accord 2001
Basel Committee
 
The primary changes to the minimum capital requirements set out in the 1988Accord are in the approach to credit risk and in the inclusion of explicit ...
Working Paper on the Regulatory Treatment of Operational Risk 2001
Basel Committee
 
The purpose of this paper prepared by the Risk Management Group of the Basel Committee is to further the Committee's dialogue with the industry on the...
The Quantitative Impact Study for Operational Risk 2002
Basel Committee
 
This paper provides a tabulation and overview of the individual loss event data collected aspart of this second data exercise, the QIS2–Tranche 2 for ...
The Internal Ratings-Based Approach Consultative Document 2001
Basel Committee
 
the Committee sets out its proposals foran internal ratings based approach (the IRB approach) to capital requirements for credit risk.The Committee be...
2000
Basel Committee
 
The Models Task Force undertook a survey of around thirty institutions across the G-10, identifiedby respective national supervisors as having well-de...
Trends In Risk Integration and Aggregation 2003
Basel Committee
 
This report summarises the findings of the Joint Forum’s Working Group on RiskAssessment and Capital and builds on the previous efforts of the Working...
Credit Risk Modelling: Current Practices and Applications 1999
Basel Committee
 
Over the last decade, a number of the world’s largest banks have developedsophisticated systems in an attempt to model the credit risk arising from im...
Supervisory Framework for the Use of "Backtesting" In Conjunction with the Internal Models Approach 1996
Basel Committee
 
...
Amendment to the Capital Accord to Incorporate Market Risks 1996
Basel Committee
 
...
Overview of the Amendment to the Capital Accord to Incorporate Market Risks 1996
Basel Committee
 
...
The New Basel Accord Consultative Document 2003
Basel Committee
 
Discussion of minimum capital requirements for market, credit and operational risk....
Modifications to the Capital Treatment for Expected and Unexpected Credit Losses in the New Basel Ac 2004
Basel Committee
 
...
Principles for the Management and Supervision of Interest Rate Risk 2003
Basel Committee
 
...
Multidisciplinary Working Group on Enhanced Disclosure Final Report 2001
Basel Committee
 
This report contains recommendations for improving the public disclosurepractices of financial intermediaries. These recommendations are being put for...
Risk Management Practices and Regulatory Capital 2001
Basel Committee
 
...
Public Disclosures by Banks: Results of the 2001 Disclosure Survey 2003
Basel Committee
 
This publication of the results of the 2001 disclosure survey is part of the sustained effort by the Basel Committee on Banking Supervision (the Commi...
Sound Practices for the Management and Supervision of Operational Risk 2003
Basel Committee
 
The purpose of this paper, prepared by the Risk Management Group of the Basel Committee on Banking Supervision, is to outline a set of principles that...
Principles for the Management of Interest Rate Risk 1997
Basel Committee
 
...
On the Use of Information and Risk Management by International Banks 1998
Basel Committee
 
In May 1998, the Euro-currency Standing Committee established a working group to conduct a fact-finding exercise. The group was asked to examine two i...
Core Principles for Effective Banking Supervision 1997
Basel Committee
 
...
Public disclosures by banks: results of the 2000 disclosure survey 2002
Basel Committee
 
This report presents the results of a survey on public disclosures made by a sample of internationally active banks in 13 countries. The survey was co...
Quarterly Review: International Banking and Financial Market Developments (Q4, 1997) 1998
Basel Committee
 
The Asian crisis had important repercussions in international financial markets in the fourth quarter of 1997. Firstly, the sharp rise in risk premia ...
Quarterly Review: International Banking and Financial Market Developments (Q2, 1998) 1998
Basel Committee
 
Although the Asian crisis had important repercussions on international financial markets in the first quarter of 1998, it did not seriously affect the...
Quarterly Review: International Banking and Financial Market Developments (Q3, 1998) 1998
Basel Committee
 
The turmoil that had emerged in the developing world assumed global dimensions in the third quarter of 1998. Against a backdrop of severe banking prob...
A Review of Financial market Events in Autumn 1998 1999
Basel Committee
 
Following its March 1999 meeting, the Committee on the Global Financial System formed a workinggroup, chaired by Karen Johnson of the Board of Governo...
A survey of stress tests and current practices at major financial institutions 2001
Basel Committee
 
The Committee on the Global Financial System (CGFS) initiated a census of stress test scenarios in early 2000. “Stress tests” are tools used by financ...
Stress Testing by Large Financial Institutions: Current Practice and Aggregation Issues 2000
Basel Committee
 
...
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