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Basel II Framework

Published on 26 October 2015 920 downloads

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Criteria for Identifying Simple, Transparent & Comparable Securitizations

Published on 01 July 2015 807 downloads

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Margin Requirements for Non-Centrally Cleared Derivatives

Published on 28 February 2015 868 downloads

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Revisions to the Securitization Framework

Published on 10 December 2014 762 downloads

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Revisions to the Basel II Market Risk Framework

Published on 31 January 2011 6878 downloads

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Guidelines for Computing Capital for Incremental Risk in the Trading Book

Published on 30 June 2009 786 downloads

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Revisions to the Basel II Market Risk Framework

Published on 30 June 2009 761 downloads

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Enhancements to the Basel II Framework

Published on 30 June 2009 728 downloads

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Amendment to the Capital Accord to Incorporate Market Risk

Published on 30 October 2005 1137 downloads

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Principles for the Management and Supervision of Interest Rate Risk

Published on 30 June 2004 661 downloads

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Library

Documents

Basel II Framework

Share DOCman files

Criteria for Identifying Simple, Transparent & Comparable Securitizations

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Margin Requirements for Non-Centrally Cleared Derivatives

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Revisions to the Securitization Framework

Share DOCman files

Revisions to the Basel II Market Risk Framework

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Guidelines for Computing Capital for Incremental Risk in the Trading Book

Share DOCman files

Revisions to the Basel II Market Risk Framework

Share DOCman files

Enhancements to the Basel II Framework

Share DOCman files

Amendment to the Capital Accord to Incorporate Market Risk

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Principles for the Management and Supervision of Interest Rate Risk

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