| Date | Publications |
|---|---|
|
Jan 2013
No 23 |
The Proposed Revised Ratings-Based Approach |
|
Jan 2013
No 22 |
Foundations of the Proposed Modified Supervisory Formula Approach |
|
May 2012
No 21 |
Models and tools for macroprudential analysis |
|
May 2012
No 20 |
The policy implications of transmission channels between the financial system and the real economy |
|
Feb 2011
No 18 |
The transmission channels between the financial and real sectors: a critical survey of the literature |
|
Jan 2011
No 19 |
Messages from the academic literature on risk measurement for the trading book |
|
Feb 2010
No 17 |
Vendor models for credit risk measurement and management |
|
May 2009
No 16 |
Findings on the interaction of market and credit risk |