Hsbc Pillar 3 Disclosures 11
Empirical Analysis of Bank Capital and New Regulatory Requirements for Risks in Trading Portfolios
Chartered Institute for Securities & Investment COMPLIANCE PROFESSIONALS SUMMIT 2010 20 October 2010.
Mark Staley Risk & Capital Modeling Group, Quantitative Analytics – Trading Risk April 2010 The Incremental Risk Charge in Basel II.
Modelling the CRM for the Correlation Trading Portfolio Dherminder Kainth, Jan Kwiatowski & Douglas Muirden Royal Bank of Scotland May 19, 2010.
