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Tunisie

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Source: Tunisie : Évaluation de la stabilité du système financier

Volume/Issue: 2012/241

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 August 2012

Language: French

ISBN: 9781475506327

Keywords: banking, banking supervision, banking system, foreign exchange, recapitalization, deposit insurance, capital adequacy, reserve requirement, banking regulation, return on equity

In recent years, the IMF has released a growing number of reports and other documents covering economic and financial developments and trends in member countries. Each report, prepared by a staff team after discuss...

Consistent Quantitative Operational Risk Measurement and Regulation

Consistent Quantitative Operational Risk Measurement and Regulation »

Source: Consistent Quantitative Operational Risk Measurement and Regulation : Challenges of Model Specification, Data Collection and Loss Reporting

Volume/Issue: 2007/254

Series: IMF Working Papers

Author(s): Andreas Jobst

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2007

ISBN: 9781451868173

Keywords: financial regulation, bank regulation, Basel Committee, Basel II, New Basel Capital Accord, fat tail behavior, extreme tail behavior, extreme value theory, g-and-h distribution, AMA

Amid increased size and complexity of the banking industry, operational risk has a greater potential to transpire in more harmful ways than many other sources of risk. This paper provides a succinct overview of the...

Tunisie
			: Évaluation de la stabilité du système financier

Tunisie : Évaluation de la stabilité du système financier »

Volume/Issue: 2012/241

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 August 2012

Language: French

DOI: http://dx.doi.org/10.5089/9781475506327.002

ISBN: 9781475506327

Keywords: banking, banking supervision, banking system, foreign exchange, recapitalization, deposit insurance, capital adequacy, reserve requirement, banking regulation, return on equity

In recent years, the IMF has released a growing number of reports and other documents covering economic and financial developments and trends in member countries. Each report, prepared by a staff team after discuss...

Consistent Quantitative Operational Risk Measurement and Regulation
			: Challenges of Model Specification, Data Collection and Loss Reporting

Consistent Quantitative Operational Risk Measurement and Regulation : Challenges of Model Specification, Data Collection and Loss Reporting »

Volume/Issue: 2007/254

Series: IMF Working Papers

Author(s): Andreas Jobst

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2007

DOI: http://dx.doi.org/10.5089/9781451868173.001

ISBN: 9781451868173

Keywords: financial regulation, bank regulation, Basel Committee, Basel II, New Basel Capital Accord, fat tail behavior, extreme tail behavior, extreme value theory, g-and-h distribution, AMA

Amid increased size and complexity of the banking industry, operational risk has a greater potential to transpire in more harmful ways than many other sources of risk. This paper provides a succinct overview of the...