نتایج جستجو برای: basel iii agreement

تعداد نتایج: 425234  

Journal: :Discrete Dynamics in Nature and Society 2013

Journal: :Social Science Research Network 2022

Journal: :Math. Oper. Res. 2013
Steven Kou Xian Hua Peng Chris C. Heyde

Choosing a proper external risk measure is of great regulatory importance, as exemplified in the Basel II and Basel III Accords, which use value-at-risk with scenario analysis as the risk measures for setting capital requirements. We argue that a good external risk measure should be robust with respect to model misspecification and small changes in the data. A new class of data-based risk measu...

 The interbank rate has a great impact on the bank's economic activities that it is one of the important instrument for central bank policy. Banks to back up their funds or liquidity demand participate in the interbank market. These change their needed or surplus liquidity based on interbank market conditions. According to this, liquidity requirements can change the central banks' monetary poli...

Journal: :Copernican Journal of Finance & Accounting 2016

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