What conditions were introduced by BIS in 1998 to allow large banks to use internally generated models
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What conditions were introduced by BIS in 1998 to allow large banks to use internally generated models for the measurement of market risk? What types of capital can be held to meet the capital charge requirements?
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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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