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International Convergence of Capital Measurement and Capital Standards
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International Convergence of Capital Measurement and Capital Standards

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Type: BOOK - Published: 2004 - Publisher: Lulu.com

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A Critical Assessment of Basel II, Internal Rating Based Approach
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A Critical Assessment of Basel II, Internal Rating Based Approach

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Categories: Bank capital
Type: BOOK - Published: 2010 - Publisher: Haupt Verlag AG

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Revisiting Risk-Weighted Assets
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Revisiting Risk-Weighted Assets

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In this paper, we provide an overview of the concerns surrounding the variations in the calculation of risk-weighted assets (RWAs) across banks and jurisdiction
Banking On Basel
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Banking On Basel

Authors: Daniel Tarullo
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Type: BOOK - Published: 2008-11-30 - Publisher: Columbia University Press

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The turmoil in financial markets that resulted from the 2007 subprime mortgage crisis in the United States indicates the need to dramatically transform regulati
Granularity Adjustment for Basel II
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Granularity Adjustment for Basel II

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