In the BIS standardized framework for regulating risk exposure for the fixedincome portfolios of banks, what do
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In the BIS standardized framework for regulating risk exposure for the fixedincome portfolios of banks, what do the terms specific risk and general market risk mean? Why does the capital charge for general market risk tend to underestimate the true interest rate or price risk exposure? What additional offsets, or disallowance factors, are included in the analysis?
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Related Book For 
Financial Institutions Management A Risk Management Approach
ISBN: 9780077211332
6th Edition
Authors: Anthony Saunders, Marcia Cornett
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