أساسيات التقييم الداخلي لكفاية رأس المال والتخطيط الرأسمالي

عدد الساعات

عدد الجلسات

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1. Basel Committee on Banking Supervision. (2009,March, 27).  Rang of practice and issues in economic capital framework. Bank of International Settlements.
2. Basel Committee on Banking Supervision . (2009, May). Principles for sound stress testing practices and supervision. Bank For International Settlements.
3. Bostandzic, D; Irresberger, F; &WeiB, G. (2017,October,5). Do Higher Bank Capital Requirements Really Decrease Systematic Risk.
4. Brownlees, Ch; &Engle, R. (2017, March). Srisk: a conditional capital shortfall measure of systemic risk. European System Risk Board. No. 37.
5. Doff R. (2008). Defining and measuring business risk in an economic-capital framework. The Journal of Risk Finance, Vol. 9, No. 4.
6. Duckwtz,V;Hohl,S;Weissenberg,K; & Zamil, R. (2019, July). Proportionality under Pillar 2 of the Basel framework. Financial Stability Institute. No.16.
7. Gopinath,sh.(2009, October, 30 ). Changing Dynamics of Legal Risks in the Financial Sector. Bank of international settlements Review.
8. Katz,y. (2014). q Gaussian Model of default. S&P Capital IQ
9. Nouy, D. (2016). Supervisory expectations on ICAAP and ILAAP and harmonised information collection on ICAAP and ILAAP. European Central Bank. Banking supervisory. Frankfurt am Main.
10. Rayner, J. (2004). Managing reputational risk: Curbing threats, leveraging opportunities. The institute of Internal auditors UK and Ireland.
11. http://www.fsiconnect.org/Stress Testing- An Introduction
12. http://www.fsiconnect.org/Stress Testing-Credit Risk.
13. http://www.fsiconnect.org/Stress Testing-Liquidity Risk.