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1
26.04.2024
Ekonomiki. 2023; (6):36-61. (In Russ.)
Penikas, H.
Unaccounted model risk for Basel IRB models deemed acceptable by conventional validation criteria
Risk Management, 25 (4
on the issues of banking regulation and banking
supervision;
communications with the Basel Committee on Banking Supervision;
ensuring the consistency of the process of supervision
take into account the national specifics to a greater extent compared to Basel III.
To mitigate the vulnerability of the banking sector to exchange rate
entities of the Russian Federation and
dology for Measuring Credit Institution Capital (Basel III)’. The local authorities, interest arrears, accrued interest accounted for
sources of
entities of the Russian Federation and
dology for Measuring Credit Institution Capital (Basel III)’. The local authorities, interest arrears, accrued interest accounted for
sources of
6
29.02.2024
regional context
Model Risk for Acceptable, but Imperfect, Discrimination and Calibration in Basel PD and LGD Models
Foreign Currency Debt and Exchange Rate Pass-Through
Forecasting
7
26.02.2024
for systemically important credit institutions to make up for a shortfall in Basel III high quality liquid assets in order to comply with the liquidity
interest arrears, accrued interest accounted for
dology for Measuring Credit Institution Capital (Basel III)’. The in separate accounts and balances of accounts, which cannot
sources
Liberalisation // International Monetary Fund. – 2000. – Occasional Paper No.
190.
6. Basel Committee on Banking Supervision. Basel III: A Global Regulatory Framework for More Resilient
Banks
10
08.02.2024
of all, to systemically important credit institutions (SICIs). It will replace the Basel Liquidity Coverage Ratio (LCR) and will take into account the national specifics