Basel Committee on Banking Supervision - Bank for ...
Basel Committee on Banking Supervision The Application of Basel II to Trading Activities and the Treatment of Double Default Effects July 2005
Download - Thu, 25 Dec 2014 06:42:00 GMT
26 - Amendment to the Capital Accord to incorporate market ...
- 4 - - quantitative standards setting out the use of common minimum statistical parameters for measuring risk; - guidelines for stress testing; - validation ...
Download - Wed, 24 Dec 2014 05:53:00 GMT
GLOBAL ASSOCIATION OF RISK PROFESSIONALS 201 0 FRM
global association of risk professionals 201 0 frm examination study guid e ® the certification recognized by risk management professionals worldwide.
Download - Fri, 26 Dec 2014 08:29:00 GMT
FOR ASSET MANAGERS - Capital Market Risk Advisors
Director, Operational Risk Management RISK PRINCIPLES FOR ASSET MANAGERS February 25, 2008 Prepared by Buy Side Risk Managers Forum and Capital Market Risk Advisors
Download - Sat, 27 Dec 2014 08:06:00 GMT
FINANCIAL RISK MANAGEMENT IN EMERGING MARKETS FINAL REPORT
FINANCIAL RISK MANAGEMENT IN EMERGING MARKETS FINAL REPORT Emerging Markets Committee of the International Organization of Securities Commissions
Download - Wed, 24 Dec 2014 13:53:00 GMT
130101 APS 116 - Pages - Australian Prudential Regulation ...
January 2013 APS 116 - 6 (a) the standard method described in Attachment B, under which the TFC capital requirement is the sum of the market risk charges calculated in
Download - Fri, 26 Dec 2014 21:22:00 GMT
CreditMetrics Technical Document - Credit Risk.Ru
iv Preface CreditMetrics™—Technical Document And as we will mention many times in this document, the models which best describe credit risk do not rely on the ...
Download - Sat, 27 Dec 2014 22:03:00 GMT