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Ronald H. Mynhardt,Johan Marx
AbstractOrientation: Banks face three primary risks, namely credit, market and operational risk. The Basel Committee on Bank Supervision (BCBS) promotes monetary and financial stability by means of their accords, which provides risk mitigation guide...
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Guilherme Fernandes Sanches,André Alves Portela Santos
Pág. 299 - 321
The goal of our paper is to contribute to the discussion about the most important aspects of the loss given default validation process, with special attention to the brazilian case, as the Central Bank of Brazil determines in Circular no 3.648/2013. The ...
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Maria L. Vilisova,?atiana V. Zaitseva,Gennady A. Buryakov
Pág. 42 - 47
The article reviews the main aspects of the impact of the state and legal instruments of banking business regulation on raising the level of competition and market discipline in the Russian banking sector. The basic concept of the state policy aimed at i...
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Johann Jacobs,Gary van Vuuren
AbstractSolvency II is the new European Union (EU) legislation that will review the capital adequacy regime for the insurance industry. Considerable progress has been made in the banking sector with the implementation of the Basel Accords (Basel). The im...
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Francois van Dyk,Gary van Vuuren,Paul Styger
AbstractThe residual variance method is the traditional method for measuring portfolio diversification relative to a market index. Problems arise, however, when the market index itself is not appropriately diversified. A diversification measurement (Port...
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Harry M Karamujic
Pág. 60 - 72
Residential mortgage products (also known as home loans) pricing has been long understood to be something of a ?dark art?, requiring judgment and experience, rather than being an exact science. In the last decade, a lot has changed in this field and more...
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