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IV.1 Va
MaRiskAnalys.rar
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本附件包括：- Market Risk Analysis vol 4 value at risk models.pdf
IV.1.1 Introduction 1
IV.1.2 An Overview of Market Risk Assessment 4
IV.1.2.1 Risk Measurement in Banks 4
IV.1.2.2 Risk Measurement in Portfolio Management 6
IV.1.2.3 Risk Measurement in Large Corporations 7
IV.1.3 Downside and Quantile Risk Metrics 9
。。。。
IV.8 Capital Allocation 401
IV.8.1 Introduction 401
IV.8.2 Minimum Market Risk Capital Requirements for Banks 403
IV.8.2.1 Basel Accords 404
IV.8.2.2 Banking and Trading Book Accounting 405
IV.8.2.3 Regulatory Framework for Market Risk 406
IV.8.2.4 Internal Models 408
IV.8.2.5 Standardized Rules 411
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