BIS
February 3, 2013 - Editor
Modelling Capital and Risk: Is a Diversified Ecosystem a Protection against Systemic Risk?
The BIS conducted a survey (http://www.bis.org/publ/bcbs240.pdf) “Regulatory consistency assessment programme (RCAP) – Analysis of risk- weighted assets for market risk”, which in simple terms means
BIS >>
March 7, 2012 - Editor
BIS research paper into the margin requirements of cleared OTC products
Precis By the end of 2012, all standardised over-the-counter (OTC) derivatives must be cleared with central counterparties (CCPs). In this paper, we estimate the amount