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Публикации
- Measuring financial inclusion: the Global Findex Database (Asli D., Leora K.)
- When is a Supervisory Recognized External Rating Worthwhile for a Medium-Sized Enterprise and its Bank? – An Empirical Analysis Against the Background of Basel III (Stein S., Kaltofen D.)
- ROM Simulation: Applications to Stress Testing and VaR (Alexander C., Ledermann D.)
- Modelling macroeconomic effects and expert judgements in operational risk: a Bayesian approach (Santos H., Kratz M., Munoz F.)
- Modelling the liquidity ratio as macroprudential instrument (End J.W., Kruidhof M.)
- Basel III and Risk Management in Banking (Tebogo B.)
- A Framework for Market, Credit and Transfer Risk Aggregation and Stress Testing (S. Farinelli)
- Basel III - Prudent Risk Management in Banking? (C. Obiri)
- Bank regulation and stability: An examination of the Basel market risk framework (Alexander G. J., Baptista A.M.,Yan S.)
- Credit portfolio modelling and its effect on capital requirements (Bulbul D., Lambert C.)
- Sudden Floods, Macroprudential Regulation and Stability in an Open Economy (Agenor P. R., Alper K., Pereira da Silva L.)
- Basel I, II, III – we want it all at once (Cousin V.)
- Stress test macroeconomique du systeme bancaire de l\'UEMOA (Gammadigbe V.)
- The Impact of New Financial Regulations on Emerging Markets: A Synthesis of a Global Survey (Prokopov V. )
- Collateralized CVA Valuation with Rating Triggers and Credit Migrations (Bielecki T. R., Cialenco I., Iyigunler I.)
- The procyclicality of Basel III leverage: Elasticity-based indicators and the Kalman filter (Theoret R., Calmes C.)
- The procyclical effects of bank capital regulation (Repullo R., Suarez J.)
- Cyclical Adjustment of Capital Requirements (Repullo R. )
- Time to Set Banking Regulation Right (Carmassi J., Micossi S.)
- The procyclicality of Basel III leverage: Elasticity-based indicators and the Kalman filter (Calmes C., Theoret R.)
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