Risk exposure mitigation: Approaches and recognised instruments (8)
The risk management function development in banks, along with the development of tools that banks can use throughout this process, has had the strong support in international standards, not only in the recommended approaches for calculating economic capital requirements, but also in the qualitativel...
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Association of Serbian Banks
2015-01-01
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| Series: | Bankarstvo |
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| Online Access: | http://scindeks-clanci.ceon.rs/data/pdf/1451-4354/2015/1451-43541503158M.pdf |
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doaj-dcfe7e64df644a7fad00ffed2ddd8a052020-11-24T22:15:05ZengAssociation of Serbian BanksBankarstvo1451-43542466-54952015-01-0144315816010.5937/bankarstvo1503158M1451-43541503158MRisk exposure mitigation: Approaches and recognised instruments (8)Matić Vesna0Udruženje banaka SrbijeThe risk management function development in banks, along with the development of tools that banks can use throughout this process, has had the strong support in international standards, not only in the recommended approaches for calculating economic capital requirements, but also in the qualitatively new treatment of risk exposure mitigation instruments (Basel Accord II). The array of eligible instruments for exposure mitigation under the recommended approaches for their treatment becomes the essential element of economic capital requirements calculation, both in relation to certain types of risk, and in relation to aggregate exposure.http://scindeks-clanci.ceon.rs/data/pdf/1451-4354/2015/1451-43541503158M.pdfrisk exposure mitigationcredit riskeligible instruments |
| collection |
DOAJ |
| language |
English |
| format |
Article |
| sources |
DOAJ |
| author |
Matić Vesna |
| spellingShingle |
Matić Vesna Risk exposure mitigation: Approaches and recognised instruments (8) Bankarstvo risk exposure mitigation credit risk eligible instruments |
| author_facet |
Matić Vesna |
| author_sort |
Matić Vesna |
| title |
Risk exposure mitigation: Approaches and recognised instruments (8) |
| title_short |
Risk exposure mitigation: Approaches and recognised instruments (8) |
| title_full |
Risk exposure mitigation: Approaches and recognised instruments (8) |
| title_fullStr |
Risk exposure mitigation: Approaches and recognised instruments (8) |
| title_full_unstemmed |
Risk exposure mitigation: Approaches and recognised instruments (8) |
| title_sort |
risk exposure mitigation: approaches and recognised instruments (8) |
| publisher |
Association of Serbian Banks |
| series |
Bankarstvo |
| issn |
1451-4354 2466-5495 |
| publishDate |
2015-01-01 |
| description |
The risk management function development in banks, along with the development of tools that banks can use throughout this process, has had the strong support in international standards, not only in the recommended approaches for calculating economic capital requirements, but also in the qualitatively new treatment of risk exposure mitigation instruments (Basel Accord II). The array of eligible instruments for exposure mitigation under the recommended approaches for their treatment becomes the essential element of economic capital requirements calculation, both in relation to certain types of risk, and in relation to aggregate exposure. |
| topic |
risk exposure mitigation credit risk eligible instruments |
| url |
http://scindeks-clanci.ceon.rs/data/pdf/1451-4354/2015/1451-43541503158M.pdf |
| work_keys_str_mv |
AT maticvesna riskexposuremitigationapproachesandrecognisedinstruments8 |
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1725796074422009856 |