Despite the fact that market risk capital requirements have been imposed on FIs since the 1990s, huge
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During the financial crisis losses due to market risk were significantly higher than the minimum market risk capital requirements under BIS Basel I and Basel II rules The financial crisis exposed a nu...View the full answer
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Financial Institutions Management A Risk Management Approach
ISBN: 978-0071051590
8th edition
Authors: Marcia Cornett, Patricia McGraw, Anthony Saunders
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