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) - business , basel ii , risk weighted asset , risk adjusted return on capital , capital requirement , accounting , basel iii , operational risk , capital adequacy ratio , capital market , market risk , actuarial science , risk management , economics , finance , financial capital , capital formation , human capital , profit (economics) , microeconomics , incentive , economic growth
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