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Findings on the Interaction of Market and Credit Risk
Company: Basel Committee on Banking Supervision
Company Url: Click here to open
Year Of Publication: 2009
Month Of Publication: May
Pages: 31
Download Count: 11
View Count: 1685
Comment Num: 0
Language: English
Source: working paper
Who Can Read: Free
Date: 6-20-2010
Publisher: Administrator
Summary
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 mentioned above. Many of the projects were underway or largely completed prior to the crisis that began in August 2007. Even though many issues that have become apparent since its start are not directly reflected in the group’s research agenda, the paper highlights the aspects of the findings that are particularly relevant for it, for example by contributing to the understanding of its causes and propagation mechanisms. This “Findings” paper is organised around four related sets of conclusi
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