Basel II

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Publication Types

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	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	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	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