Analyzing and Comparing Basel III Sensitivity Based Approach for the Interest Rate Risk in the Trading Book
نویسندگان
چکیده
منابع مشابه
Analyzing and Comparing Basel’s III Sensitivity Based Approach for the interest rate risk in the trading book
A bank′s capital charge computation is a widely discussed topic with new approaches emerging continuously. Each bank is computing this figure using internal methodologies in order to reflect its capital adequacy; however, a more homogeneous model is recommended by the Basel committee to enable judging the situation of these financial institutions and comparing different banks among each other. ...
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ژورنال
عنوان ژورنال: Applied Finance and Accounting
سال: 2016
ISSN: 2374-2429,2374-2410
DOI: 10.11114/afa.v2i1.1300