Essays about: "Schablonmetoden"
Found 2 essays containing the word Schablonmetoden.
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1. Modelling of Capital Requirements using LSTM and A-SA in CRR 3
University essay from KTH/Matematik (Avd.)Abstract : In response to the Great Financial Crisis of 2008, a handful of measures were taken to increase the resilience toward a similar disaster in the future. Global financial regulatory entities implemented several new directives with the intention to enhance global capital markets, leading to regulatory frameworks where financial participants (FPs) are regulated with own fund's requirements for market risks. READ MORE
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2. A comparison of the IRB approach and the Standard Approach under CRR for purchased defaulted retail exposures
University essay from KTH/Matematisk statistikAbstract : We investigate under what circumstances the IRB approach under Regulation (EU) no 575/2013 (Capital Requirements Regulation) renders a lower capital requirement for purchased defaulted retail exposures than under the Standard Approach of the same regulation. We also discuss some alternative approaches to calculating the capital requirement for the mentioned exposures. READ MORE