1. 83rd Annual Report1 April 2012–31 March 2013Basel, 23 June 2013 2. This publication is available on the BIS website (www.bis.org).Also published in French, German, Italian…
CHAPTER 10Rating Credit Risk: CurrentPractices, Model Design,and Applications The credit crisis of 2008�2009 was in many ways a credit-rating crisis. The finan- cial crisis…
83rd Annual Report 1 April 2012–31 March 2013 Basel, 23 June 2013 This publication is available on the BIS website (www.bis.org). Also published in French, German, Italian…
Slide 1 C.H. Montin, Ankara 12 May 2014 11 Ankara, 12 May 2014 Further techniques to improve the design of legislation Charles-Henri Montin, Smart Regulation Consultant Former…
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How Wrong is your Model? Efficient Quantification of Model Risk Advanced Statistical Methods in Credit Risk Royal Statistical Society Alan Forrest, RBS Group London, 13th…
How Wrong is your Model? Efficient Quantification of Model Risk Advanced Statistical Methods in Credit Risk Royal Statistical Society Alan Forrest, RBS Group London, 13th…
Slide 1 Better risk management in support of regulatory quality Incorporating risk assessment tools in RIA to prepare better rules Charles-Henri Montin Senior regulatory…