Risk exposure mitigation: Approaches and recognised instruments (1)
The risk management function development in banks, along with the development of tools that banks can use throughout this process, has had the strong support in the international standards, not only in the recommended approaches for calculating economic capital requirements, but also in the qualitat...
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| Format: | Article |
| Language: | English |
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Association of Serbian Banks
2014-01-01
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| Series: | Bankarstvo |
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| Online Access: | http://scindeks-clanci.ceon.rs/data/pdf/1451-4354/2014/1451-43541402178M.pdf |
| _version_ | 1818544287984386048 |
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| author | Matić Vesna |
| author_facet | Matić Vesna |
| author_sort | Matić Vesna |
| collection | DOAJ |
| description | The risk management function development in banks, along with the development of tools that banks can use throughout this process, has had the strong support in the international standards, not only in the recommended approaches for calculating economic capital requirements, but also in the qualitatively new treatment of risk exposure mitigation instruments (Basel Accord II). The array of eligible instruments for exposure mitigation under the recommended approaches for their treatment becomes the essential element of economic capital requirements calculation, both in relation to certain types of risk, and in relation to aggregate exposure. |
| first_indexed | 2024-12-11T22:46:32Z |
| format | Article |
| id | doaj.art-2ae64abe57214137868439f6e8f0657b |
| institution | Directory Open Access Journal |
| issn | 1451-4354 2466-5495 |
| language | English |
| last_indexed | 2024-12-11T22:46:32Z |
| publishDate | 2014-01-01 |
| publisher | Association of Serbian Banks |
| record_format | Article |
| series | Bankarstvo |
| spelling | doaj.art-2ae64abe57214137868439f6e8f0657b2022-12-22T00:47:35ZengAssociation of Serbian BanksBankarstvo1451-43542466-54952014-01-0143217818110.5937/bankarstvo1402178M1451-43541402178MRisk exposure mitigation: Approaches and recognised instruments (1)Matić Vesna0Udruženje banaka SrbijeThe risk management function development in banks, along with the development of tools that banks can use throughout this process, has had the strong support in the international standards, not only in the recommended approaches for calculating economic capital requirements, but also in the qualitatively new treatment of risk exposure mitigation instruments (Basel Accord II). The array of eligible instruments for exposure mitigation under the recommended approaches for their treatment becomes the essential element of economic capital requirements calculation, both in relation to certain types of risk, and in relation to aggregate exposure.http://scindeks-clanci.ceon.rs/data/pdf/1451-4354/2014/1451-43541402178M.pdfrisk exposure mitigationeligible instruments for risk exposure mitigation |
| spellingShingle | Matić Vesna Risk exposure mitigation: Approaches and recognised instruments (1) Bankarstvo risk exposure mitigation eligible instruments for risk exposure mitigation |
| title | Risk exposure mitigation: Approaches and recognised instruments (1) |
| title_full | Risk exposure mitigation: Approaches and recognised instruments (1) |
| title_fullStr | Risk exposure mitigation: Approaches and recognised instruments (1) |
| title_full_unstemmed | Risk exposure mitigation: Approaches and recognised instruments (1) |
| title_short | Risk exposure mitigation: Approaches and recognised instruments (1) |
| title_sort | risk exposure mitigation approaches and recognised instruments 1 |
| topic | risk exposure mitigation eligible instruments for risk exposure mitigation |
| url | http://scindeks-clanci.ceon.rs/data/pdf/1451-4354/2014/1451-43541402178M.pdf |
| work_keys_str_mv | AT maticvesna riskexposuremitigationapproachesandrecognisedinstruments1 |