intTypePromotion=1
ADSENSE

IRB approach

Xem 1-4 trên 4 kết quả IRB approach
  • This paper aims to study the impact of endogenous and exogenous factors on the default probability through the structural approach (Internal Ratings-Based IRB). The study is conducted using data from listed companies on the Stock Exchange of Casablanca (BVMC); it covers the period from the beginning to the end of 2017. In this paper, we propose a numerical method, based on Monte Carlo simulation, to estimate the default probabilities using the Black & Scholes (1973) model.

    pdf12p chauchaungayxua2 19-01-2020 10 0   Download

  • The Committee believes that a successful implementation of the revised Framework will provide banks and supervisors with critical experience necessary to address such challenges. The Committee understands that the IRB approach represents a point on the continuum between purely regulatory measures of credit risk and an approach that builds more fully on internal credit risk models. In principle, further movements along that continuum are foreseeable, subject to an ability to address adequately concerns about reliability, comparability, validation, and competitive equity.......

    pdf251p mille 07-03-2009 439 116   Download

  • The Committee believes that a successful implementation of the revised Framework will provide banks and supervisors with critical experience necessary to address such challenges. The Committee understands that the IRB approach represents a point on the continuum between purely regulatory measures of credit risk and an approach that builds more fully on internal credit risk models. In principle, further movements along that continuum are foreseeable, subject to an ability to address adequately concerns about reliability, comparability, validation, and competitive equity....

    pdf0p transang3 29-09-2012 68 5   Download

  • Institutions and individuals involved in human subjects research may establish financial relationships related to or separate from particular research projects. Those financial relationships may create financial interests of monetary value, such as payments for services, equity interests, or intellectual property rights. A financial interest related to a research study may be a conflicting financial interest. The Department recognizes that some conflicting financial interests in research may affect the rights and welfare of human subjects.

    pdf17p doipassword 01-02-2013 44 3   Download

CHỦ ĐỀ BẠN MUỐN TÌM

ADSENSE

p_strKeyword=IRB approach
p_strCode=irbapproach

nocache searchPhinxDoc

 

Đồng bộ tài khoản
2=>2