Basel III Liquidity Coverage Ratio and Net Stable Funding Ratio
Book: Financial Risk Management: Applications in Market, Credit, Asset and Liability Management and Firmwide Risk Authors: Jimmy Skoglund & Wei Chen ISBN: 978-1-119-13551-7
Basel iii
OIS Discounting, FVA, and Basel Rules for Counterparty Risk
Book: Financial Risk Management: Applications in Market, Credit, Asset and Liability Management and Firmwide Risk Authors: Jimmy Skoglund & Wei Chen ISBN: 978-1-119-13551-7
Basel III, Credit Risk Best Practices, and the EDC Case Study
Book: Enterprise Risk Management: From Incentives to Controls
Author: James Lam
ISBN: 978-1-118-41361-6
Basel Changed How the World Manages Credit
Regulation drives behavior, and nothing shaped credit markets like the Basel Committee’s capital rules. In 1988, Basel I required an 8% capital charge against risk-weighted assets. U.S. Treasuries got 0% weight. Corporate loans got 100%. Simple, global, and deeply flawed.