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Basel IV the next generation of risk weighted assets

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Basel IV the next generation of risk weighted assets

WILEYFINANCEBasel IVThe Next Generation of Risk Weighted AssetsMartin Neisen I Stefan RothTable of ContentsCoverTitleCopyrightForewordPrefacei_Revisio

Basel IV the next generation of risk weighted assetson_oflh.e_Sitm.dajidis.ed Approach for Credit Risk1.1Introduction1.2Provisions in detailRecommended Literature2The Future of the IRB approach2-1 Basel

Committee’s initiatives to improve the IRB approach2-2 Definition of Default2:3 Risk estimates24 Treatment of defaulte.dnss.eisRecommended Literature Basel IV the next generation of risk weighted assets

3The New Standardised Approach for measuring Counterparty Credit Risk Exposures (SA-CCR)3.1Counterparty credit risk3.2Side note: The supervisory measu

Basel IV the next generation of risk weighted assets

rement of counterparty credit risk within the current exposure method3.-3 Measurement of counterparty credit risk according to SA-CCR34 Expected impac

WILEYFINANCEBasel IVThe Next Generation of Risk Weighted AssetsMartin Neisen I Stefan RothTable of ContentsCoverTitleCopyrightForewordPrefacei_Revisio

Basel IV the next generation of risk weighted assetsons to the securitisation framework44 General ConclusionsRecommendedjjteraturg5Basel IV for funds5:1 Assignment to the trading book or banking book5:2

Own funds requirements for funds in the banking book5:3 Conclusion and impact Basel IV the next generation of risk weighted assets

WILEYFINANCEBasel IVThe Next Generation of Risk Weighted AssetsMartin Neisen I Stefan RothTable of ContentsCoverTitleCopyrightForewordPrefacei_Revisio

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