Basel III and standardised approaches to capital : analysis of ORX global banking data in response to regulatory reforms
Contenido multimedia no disponible por derechos de autor o por acceso restringido. Contacte con la institución para más información.
| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cam a22000004 4500 | ||
| 001 | MAP20230021064 | ||
| 003 | MAP | ||
| 005 | 20231214123756.0 | ||
| 008 | 231020s2023 gbr|||| ||| ||eng d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a921.91 | ||
| 245 | 1 | 0 | $aBasel III and standardised approaches to capital$b: analysis of ORX global banking data in response to regulatory reforms |
| 260 | $aBath, Banes$bORX$c2023 | ||
| 300 | $a15 p. | ||
| 520 | $aIt is thus a useful time to use the 21 years of ORX global banking loss data to analyse the standardised approaches for regulatory capital that have been available over this period and compare to various implementations of the new Standardised Approach. The Basel II standardised approach (TSA) was based on weights which related to the expected riskiness of Basel different business lines. Operational risk was in its infancy when the method was defined, and the weights were based on limited insight. This report analyses the relative riskiness of business lines based on 21 years of operational loss data. Where possible, we provide a regional view of some of the results | ||
| 522 | $aInternacional | ||
| 650 | 4 | $0MAPA20130015781$aBasilea III | |
| 650 | 4 | $0MAPA20080538217$aBanca | |
| 650 | 4 | $0MAPA20180004223$aRegulación | |
| 650 | 4 | $0MAPA20080587598$aRiesgo operacional | |
| 650 | 4 | $0MAPA20080589837$aControl de pérdidas | |
| 650 | 4 | $0MAPA20080591182$aGerencia de riesgos | |
| 650 | 4 | $0MAPA20080588953$aAnálisis de riesgos | |
| 710 | 2 | $0MAPA20220008402$aORX | |
| 856 | 0 | 0 | $yMÁS INFORMACIÓN$u mailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A |