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Regulatory Capital Requirement in Basel IIInancial crisis of 2007–2008 is the lack of high quality and quantity of capital base during the stressed time period. I explainthe regulatory capital requirement on commercial banks that aims to ensure resilient banks and banking systems since 2008. It starts with the concept of capital and then exaGudgeon 发表于 2025-3-25 19:59:17
Market Risk Modeling Framework Under Baselr market risk are proposed in a comprehensive capital framework. This chapter focuses on the market risk modeling framework under Basel. The chapter starts with Basel II to set the major framework of market risk management. Then, its revision in Basel 2.5 is illustrated. Two widely used market riskBRIBE 发表于 2025-3-26 04:08:06
Liquidity Riskss events. Liquidity risk is an important risk category largely due to the fact that many crises were attributable to liquid risk not managed well under volatile markets and stress. As a result, there is a significant liquidity risk component in many of the regulatory requirements since 2008. Conseq预示 发表于 2025-3-26 06:26:53
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Model Risk Management Under the Current Environmentnterpreted, and applied by market practitioners after the financial crisis. An overview of model risk management is discussed, including the typical model risk management organizational structure, as well as some of the challenges frequently encountered in the industry. Moreover, a specific discussi