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Regulatory Requirements
Document Title Author Issue Date
Math Gone Mad [Dowd, Kevin] 8-28-2014
Comprehensive Risk Measure - Current Challenges [Prorokowski, Hubert][Prorokowski, Lukasz] 8-11-2014
Assessment Methodologies for Identifying Non-Ba.. [Financial Stability Board] 4-25-2014
The Standardised Approach for Measuring Counterp.. [Basel Committee] 4-9-2014
Fundamental Review of the Trading Book: A Revise.. [Basel Committee] 3-9-2014
OCC Guidelines Establishing Heightened Standards.. [Comptroller of the Currency] 1-17-2014
Risk-Based Capital Guidelines; Market Risk [Federal Reserve Bd.] 1-5-2014
Progress Report in Adopting Principles for Effec.. [Basel Committee] 12-22-2013
Draft Methodolgy for Assessment of Liquidity and.. [European Banking Authority] 12-22-2013
An Academic Response to Basel 3.5 [Embrechts, Paul][Puccetti, Giovanni][Rueschendorf, Ludger][Wang, Ruodu][Beleraj, Antonela] 11-29-2013
Mitigating Procyclicality in Basel II: A Value a.. [Roesch, Daniel] 11-21-2013
Report on the Peer Review of the EBA Stress Test.. [European Banking Authority] 11-16-2013
Global Systemically Important Banks: Updated Ass.. [Basel Committee] 11-12-2013
Annual Stress Test Baseline, Adverse, and Severe.. [Comptroller of the Currency] 11-1-2013
Policy Statement on the Principles for Developme.. [Comptroller of the Currency] 11-1-2013
IRC and CRM: Modelling Framework for the ‘Basel .. [Chorniy, Vladimir][Brunac, Jean-Baptiste][Wilkens, Sascha] 9-15-2013
Capital Flows and the Risk-Taking Channel of Mon.. [Shin, Hyun Song][Bruno, Valentina] 8-23-2013
The Impact of Imposing Capital Requirements on S.. [Zhou, Chen] 8-23-2013
Proposed Supervisory Guidance on Implementing Do.. [Comptroller of the Currency] 8-3-2013
Draft Regulatory Technical Standards on Non-delt.. [European Banking Authority] 7-16-2013
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