Basel II

Content type Date Sort ascending Title Tags
ERM Resource 19/06/2019 Credit Risk Concentrations under Stress Banking, Basel II, Concentration, Concentration Risk, Credit Risk Models, No category, Stress Scenarios, Tail dependence, value at risk
ERM Resource 07/09/2017 Risk Accounting: The Risk Data Aggregation and Risk Reporting (BCBS 239) Foundation of Enterprise Risk Management (ERM) and Risk Governance Basel II, Basel III, BCBS 239, Enterprise risk, ERM and Risk Management Framework, Governance, No specific risk, operational risk, Risk accounting, Risk appetite, Risk Culture, Risk Data Aggregation, risk management, Risk Measurement, Risk Reporting and Communication
ERM Resource 07/09/2017 Catch Me If You Can: Tightening the Risk Reins Banks, Basel II, No specific risk, regulatory constraints, risk calculations, Strategy, technology
ERM Resource 07/09/2017 Three Rs for 2015: Breaking Down Risk Roadblocks Banking, Basel II, No specific risk, right-time risk, risk alignment, Risk at inception, Strategy
ERM Resource 07/09/2017 Should the insurance industry be banking on risk escalation for solvency II? Basel II, Operational Risk, operational risk, Regulation, Regulation Risk, Risk Escalation, Risk Regulation, Solvency II
ERM Resource 29/07/2015 Single-name concentration risk in credit portfolios: a comparison of concentration indices Banking, Basel II, Concentration Risk, Credit and Counterparty Risk, Gini Index, Hall-Tidemann index, Hannah-Kay index, HerfindahlHirschman index, Risk Management Tools and Techniques, Theil entropy index
ERM Resource 29/07/2015 Analyzing Concentration Risk Basel II, Concentration Risk measures, Credit and Counterparty Risk, Risk Management Tools and Techniques
ERM Resource 29/07/2015 Concentration RiskWhere we are Basel II, Concentration Risk, Diversification, Economic Capital, Multifactor models, rating agencies, Risk Management Tools and Techniques