Journal of Indian School of Political Economy

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Amendment to the Capital Accord to Incorporate Market Risks (January 1996, Updated to April 1998)


     

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* The Risk Measurement Framework.

* The Capital Requirement.

* Interest Rate Derivatives.


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  • Amendment to the Capital Accord to Incorporate Market Risks (January 1996, Updated to April 1998)

Abstract Views: 319  |  PDF Views: 0

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Abstract


* The Risk Measurement Framework.

* The Capital Requirement.

* Interest Rate Derivatives.