Proposed revisions to the Basel II market risk framework
05/11/2008
"Proposed revisions to the Basel II market risk framework" and "Guidelines for Computing Capital for Incremental… read more
05/11/2008
"Proposed revisions to the Basel II market risk framework" and "Guidelines for Computing Capital for Incremental… read more
06/06/2006
Technical aspects of the management of interest rate risk arising from non-trading activities and concentration risk… read more
13/12/2001
This note attempts to give some more information on the consequences of the revision of the… read more