Example: bankruptcy
Solvency Ii Standard Approach Versus Internal Model
Found 2 free book(s)
CREDIT RISK MODELLING: CURRENT PRACTICES AND …
www.bis.orgmodel parameters, credit risk models require the use of simplifying assumptions and proxy data. The relative size of the banking book – and the potential repercussions on bank solvency if modelled credit risk estimates are inaccurate – underscore the need for a better understanding of a model’s sensitivity to structural assumptions and
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