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Untitled edition by Martin Neisen & Stefan Röth is a book available to read on EtoBox.

What is Untitled edition about?

Title Page 2 Copyright 3 Foreword 15 Preface 17 1 Introduction 19 Literature 21 Notes 23 2 Revision of the Standardised Approach for Credit Risk (SA-CR) 24 2.1 Introduction 24 2.2 General aspects 31 2.3 Determination of the exposure value 33 2.4 Exposures to institutions 35 2.5 Exposures to corporates 39 2.6 Specialised lending exposures 40 2.7 Subordinated debt and equity exposures 42 2.8 Retail exposures 45 2.9 Exposures secured by mortgages on immovable property 46 2.10 Defaulted receivables 57 2.11 Other assets 58 2.12 Additional risk weights for risk positions with currency mismatches 59 2.13 Use of external ratings 60 2.14 Credit risk mitigation techniques 62 2.15 Summary 69 Literature 70 Notes 70 3 The future of the IRB Approach 72 3.1 Introduction to the fundamentals of the IRB approach in accordance with CRR 72 3.2 The implementation of the Basel Committee's initiative to improve the IRB approach in the EU 92 Literature 114 Notes 114 4 Supervisory treatment of market risks 117 4.1 Introduction 117 4.2 General and overarching adjustments 119 4.3 Revised trading book boundary 121 4.4 Adjustments to the requirements for reclassifications (Article 104a CRR 3) 124 4.5 Adjustmen

Author

Martin Neisen & Stefan Röth

Language

UND