Open AccessBasel Committee on Banking Supervision Consultative Document Simplified alternative to the standardised approach to market risk capital requirements - June 2017
Author(s) -
Marco Bianchetti,
Umberto Cherubini
Publication year - 2017
Publication title -
risk management magazine
Language(s) - English
Resource type - Journals
eISSN - 2724-2153
pISSN - 2612-3665
DOI - 10.47473/2020rmm0050
Subject(s) - capital requirement , risk weighted asset , risk adjusted return on capital , basel ii , capital adequacy ratio , business , basel iii , operational risk , market risk , basel i , capital (architecture) , accounting , actuarial science , economics , risk management , finance , financial capital , capital formation , human capital , geography , economic growth , archaeology , microeconomics , incentive , profit (economics)