Consultative document Revisions to the Basel II market risk framework

... revised framework, comprehensive version, June 2006. Revisions to the Basel II market risk framework 1 5. According to the proposed changes to the Basel II market risk framework outlined below, the ... for computing capital for incremental risk in the trading book iii Revisions to the Basel II market risk framework I. Background and...

Ngày tải lên: 24/10/2012, 09:40

Ngày tải lên: 08/03/2014, 18:20

... Sections III.B and III.C. These provisions, along with the other changes included in this final rule, are intended to ease the transition for exporters, reexporters and transferors from the USML to ... (LOA) under the FMS program. To address these issues, BIS is amending part 734 to reflect the fact that the President has delegated to the Secretary of State the au...

Ngày tải lên: 17/03/2014, 14:20

... charge by a Risk Profile Index (RPI), which reflects the difference between the bank specific risk profile compared to the industry as a whole. The Committee plans to examine the extent to which individual ... validation of their loss rates, risk indicators and size estimations in order to ensure the proper inputs to the regulatory capital charge. Superseded doc...

Ngày tải lên: 06/03/2014, 09:20

... customer and a third party and provides a guarantee to the customer that the third party will perform on its obligations, then the risk to the bank is the same as if the bank had entered into ... party and provide a guarantee to the customer that the third party will perform on its obligations, then the risk to the banks is the same as if the banks had ente...

Ngày tải lên: 29/03/2014, 06:21

... Risks - Mapping between Pillars 1 & 2 Eight inherent risks under risk- based Pillar 1 risks Pillar 2 risks supervision - Credit concentration risk - Counterparty default risk - Portfolio risk ... and scenario tests) Interest rate risk Interest rate risk in the trading book Interest rate risk in the banking book Liquidity risk 11 Pillar 2 factors (1) • Risks not direc...

Ngày tải lên: 15/10/2013, 23:13

... the market to allow you to sail through the rest of the book. The trick is to learn about the market in small steps, which is exactly how I present the information to you. The Stock Market: The ... U.S. stock exchanges other than the three major ones include the Cincinnati Stock Exchange, the Pacific Stock Exchange, the Boston Stock Exchange, and the Phi...

Ngày tải lên: 24/10/2013, 08:20

Ngày tải lên: 25/10/2013, 17:20

... MH and the <ratio> of AM to MH is the same as the ratio which the cube on AM has to the <cube> on MH; (13) therefore the ratio of MtoMH, too, is the same as the ratio which the cube ... EUTOCIUS’ COMMENTARY TO ON THE SPHERE AND THE CYLINDER II Now that the proofs of the theorems in the first book are clearly dis- cussed by us, the next thing i...

Ngày tải lên: 01/11/2013, 10:20

Ngày tải lên: 18/02/2014, 11:20