Pilot exercise - pre-commitment approach to market risk

An international group of 10 banking organizations participated in a pilot of the pre-commitment approach to capital requirements for market risks. The pilot left the participating institutions with 3 core conclusions: 1. that the pre-commitment approach is a viable alternative to the internal model...

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Veröffentlicht in:Economic Policy Review - Federal Reserve Bank of New York 1998-10, Vol.4 (3), p.131-136
1. Verfasser: Considine, Jill
Format: Artikel
Sprache:eng
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