HungarianApproachtoBaselII.-ISDA.pptVIP

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  • 2017-04-20 发布于湖北
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HungarianApproachtoBaselII.-ISDA

Hungarian Approach to Basel II. ;Outline:;Capital regulation in Hungary - brief history;Capital regulation in Hungary -general problems of the regulation ;Capital regulation in Hungary - special Hungarian problems of the regulation;Credit risk-standardised approach Claims on sovereigns;Credit risk-standardised approach Claims on Banks;Credit risk-standardised approach Claims on corporates;Credit risk -IRB approach Rating practice of banks; ; ;Operational risk Basic Indicator approach: α estimation for Hungary;Operational risk Basic Indicator approach -consequences of the α estim

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