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Advanced IRB
Basel III: Post-Crisis Reforms
Defaulted Exposures
(RCAP) Assessment of Basel III Regulations –
An Explanatory Note on the Basel II IRB Risk Weight Functions
The Basel Games 2012
Internal Rating Based Approach- Regulatory Expectations
Advanced Capital Adequacy Framework and Market Risk; Proposed Rules and Notices
Risk-Weighted Assets and the Capital Requirement Per the Original Basel I Guidelines
Regulatory Capital Requirements for European Banks
Loss Functions for LGD Presented by Leymarie
Basel “IV”: What’S Next for Banks? Implications of Intermediate Results of New Regulatory Rules for European Banks
EBA Report on IRB Modelling Practices
Advanced IRB
Basel 4: IRB Credit Risk
BASEL IV Credit Risk Internal Ratings-Based (IRB) Approach
U.S. Implementation of Basel II: an Overview
Wholesale Credit Risk Work Program for the Advanced Approaches Rule
Policy Statement | PS11/20 Credit Risk: Probability of Default and Loss Given Default Estimation May 2020
Top View
Draft Basel II NPR
Basel Committee on Banking Supervision Consultative Document the Standardised Approach to Credit Risk
Retail Credit Risk Work Program for the Advanced Approaches Rule
Basel II IRB Risk Weight Functions
The Comprehensive Approach of Basel II
The Internal Ratings-Based Approach
Working Paper Series
Basel IV BCBS Finalises Reforms on Risk Weighted Assets (RWA)
1 IRB Model Regulatory Arbitrage And
The Loan Equivalency Factor for Revolving Lines of Credit In
The New Basel Capital Accord Reply to the European Central Bank to The
What Do We Know About Loss-Given-Default?1
Financialservices O Utlook
Minimum Capital Requirements
Q3 2020 Results Glossary (PDF 179KB)
Regulation Guide: an Introduction Essential Insight Serving Global Financial Markets
Basel II Attachment 2
High-Level Summary of Basel III Reforms
The Relation Between PD and LGD: an Application to a Corporate Loan Portfolio
Basel II Practical Implementation Issues Simon Topping Hong Kong
Consultative Document
The New “Basel Iv” What Changed?
Big Bang – Or the Endgame of Basel III? BCBS Finalises Reforms on Risk Weighted Assets (RWA)
Efficient Regulatory Capital Management Introduction
Article 3 Off-Balance Sheet Items Summary
Estimating Probabilities of Default Til Schuermann Samuel Hanson Staff
Basel II Overview
Final Rule: Risk-Based Capital Standards: Advanced Capital
Working Paper Series Markus Behn, the Limits of Model-Based Rainer Haselmann and Vikrant Vig Regulation
Annex 1: Specialised Lending
(RCAP) Assessment of Basel III Regulations in Brazil
Chapter 4 the IRB Approach