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Cva Basel Iii And Wrong Way Risk
Found 2 free book(s)
Basel Committee on Banking Supervision Consultative …
www.bis.orgmarket risk framework in July 2009 (part of the “Basel 2.5” package of reforms). At the time, the Committee recognised that the Basel 2.5 revisions did not fully address the shortcomings of the framework. In response, the Committee initiated a fundamental review of the trading book regime, beginning with an assessment of “what went wrong”.
Basel III: A global regulatory framework for more ...
www.bis.orgBasel III: A global regulatory framework for more resilient banks and banking systems 1 Introduction 1. This document, together with the document Basel III: International framework for liquidity risk measurement, standards and monitoring, presents the Basel Committee’s1 reforms to strengthen global capital and liquidity rules with the goal of promoting a more