RiskQuest publiceert over IFRS in Bank & Effectenbedrijf
Scenario analyse
Scenario Analyse (De Actuaris)
IFRS, B&E februari 2012
Solvency II: sealed with a QIS
Toegevoegde waarde van modellen, 01/'11, B&E
Day-to-day use of risk models, 1/'11, Aenorm
Limiet zetten (KW4-2008)
Pillar 1 modellen (KW1-2009)
Review commodities model (KW1-2009)
Ontwikkelstandaarden (KW3-2009)
Evaluatie rating model (KW3-2009)
Score card (KW3-2009)
Portfolio analyse (KW1-2010)
Corporate rating model (KW3-2010)
Tegenpartijrisico
Validatie expert rating modellen (KW4: 2011)
Market risk model (KW2-2010)
Aanvraag intern marktrisicomodel (H1-2011)
Solvency II marktrisico's (2011)
Belangrijke wijzigingen (KW3-2009)
Model validatie beleid
Algemeen risicobeleid (2011)
Securitisatie (KW4-2008)
Review data kwaliteit (KW1-2009)
Conservatisme (KW2-2009)
Pilaar 3 rapport (KW4-2010)
Post merger integration (2010)
Bank for International Settlements
Basel capital accord
Basel Committee on Banking Supervision
Basel I
Basel II
Basel III
Business risk
Calibration accuracy
Collateral haircut
Concentration risk
Credit rating
Credit risk
Default
Discriminatory power
EAD
Economic capital
Expected loss
Expert model
Financial risk
Gini coefficient
Insurance risk
LGD
Liquidity risk
Low default portfolio
Market risk
Model
Model governance
Model risk
Model validation
Morbidity
Operational risk
PD
Property risk
Provisioning
Rank ordering (power)
Regulatory capital
Retail banking
Risk
Risk appetite
Risk weighted assets
Solvency Capital Requirement (SCR)
Solvency II
Statistical model
Trading risk
UCITS
Value at Risk
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