| Document Title |
Author |
Issue Date |
| Measurement and Internalization of Systemic Risk.. |
[Feng, Xiaobing][Hu, Haibo]
|
7-19-2014 |
| Internal Model Validation in Brazil: Analysis of.. |
[da Silveira Barbedo, C.][Araujo, Gustavo S.][Cosme, Alan][Neves, Myrian]
|
11-30-2013 |
| Allocation of Risk Capital on an Internal Market |
[Baule, Rainer]
|
9-19-2013 |
| Quantifying Credit and Market Risk Under Solvenc.. |
[Gatzert, Nadine][Martin, Michael]
|
11-4-2012 |
| Evaluation of Basel III Revision of Quantitative.. |
[Sharma, Meera]
|
10-13-2012 |
| Does the Application of Innovative Internal Mode.. |
[Kalyvas, Lampros][Sfetsos, Athanasios]
|
9-16-2012 |
| Transition to the Internal Models Approach for M.. |
[Eapen, Aby][Mittal, Vibhor]
|
5-6-2012 |
| Internal vs. External Risk Measures: How Capital.. |
[Eling, Martin][Tibiletti, Luisa]
|
4-25-2012 |
| Risk Aggregation by Using Copulas in Internal Mo.. |
[Molinari, Robert Danilo][Nguyen, Tristan]
|
3-8-2012 |
| Internal Loss Data Collection Implementation: Ev.. |
[Webb, Robert][Adams, Jennifer][Bryce, Cormac]
|
1-11-2012 |
| EBA Guidelines on Internal Governance |
[European Banking Authority]
|
9-27-2011 |
| Various Faces of Risk Measures: Internal Model&#.. |
[Koskinen, Lasse][Wang, Min]
|
9-5-2011 |
| Internal Assessment of Credit Concentration Risk.. |
[Bandyopadhyay, Arindam]
|
2-21-2011 |
| Internal Models-Based Capital Regulation and Ban.. |
[Kupiec, Paul]
|
5-1-2010 |
| Risk aggregation in Solvency II: How to converge.. |
[Devineau, Laurent][Loisel, Stephane]
|
4-4-2010 |
| A statistical method to optimize the combination.. |
[Figini, Silvia][Sanyal, Ani][Uberti, Pierpaolo][Giudici, Paolo]
|
4-3-2010 |
| Combining Underreported Internal and External Da.. |
[Guillen, Monserrat][Gustafsson, Jim][Nielsen, Jens P.]
|
4-2-2010 |
| Guidance Note AGN 113.2 - The Internal Model App.. |
[APRA]
|
11-17-2007 |
| Capital Adequacy Guidelines for Banks: Internal .. |
[Comptroller of the Currency]
|
11-25-2007 |
| Internal Risk Control Benchmark Setting for Fore.. |
[Al Janabi, Mazin]
|
7-24-2007 |
