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From Open Risk Manual
  • ...idity risk and banks' management of liquidity risks arising from financial market developments.</p> ...some banks and central bank intervention in some cases. In response to the market events, the original mandate was expanded and the Working Group made initia
    3 KB (487 words) - 11:43, 26 March 2021
  • ...nt and modelling: An assessment of challenges and lessons learned from the market stress''. ...as subsequently expanded to include coverage of how banks responded to the market stress and initial lessons learned.</p>
    3 KB (431 words) - 11:43, 26 March 2021
  • ...rsight set out in the Report of the Financial Stability Forum on Enhancing Market and Institutional Resilience, which was presented to G7 Finance Ministers a ...ent liquidity risks that were not well managed during the financial market turmoil;</li>
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  • ...equity prices. The decision was taken in light of the recent credit market turmoil where a number of major banking organisations have experienced large losses * Keywords: [[IRC]], [[Market Risk]]
    5 KB (720 words) - 11:43, 26 March 2021
  • ...fall at a single institution can have system-wide repercussions. Financial market developments in the past decade have increased the complexity of liquidity ...ere buoyant and funding was readily available at low cost. The reversal in market conditions illustrated how quickly liquidity can evaporate and that illiqui
    6 KB (931 words) - 11:43, 26 March 2021
  • ...of financial instruments, together with experiences from the recent market turmoil, have emphasised the critical importance of robust risk management and cont
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  • ...fair value estimation processes, which have been amplified by the current market crisis, have similarly underscored the importance of high quality audits. T ...cial information supported by quality audits are key elements in enhancing market confidence. Thus, continued involvement by the Committee to promote audit q
    3 KB (467 words) - 11:43, 26 March 2021
  • ...of financial instruments, together with experiences from the recent market turmoil, have emphasised the critical importance of robust risk management and cont
    3 KB (344 words) - 11:44, 26 March 2021
  • ...ave been revealed in banks' risk management processes during the financial turmoil that began in 2007. The areas addressed include:</span></p> <p class="Paragraph"><span>The Pillar 3 (market discipline) requirements have been strengthened in several key areas, inclu
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  • ...apital charge. The decision was taken in light of the recent credit market turmoil where a number of major banking organisations have experienced large losses ...cv) of the Basel II framework as outlined in the Revisions to the Basel II market risk framework<sup>2</sup>.</p>
    7 KB (1,041 words) - 12:46, 26 March 2021
  • ...y trends and developments that emerged during the last few years of market turmoil: the need for greater intensity and resources to deal effectively with syst ...ance practices. Similarly, the Committee reiterated the key role of robust market discipline in fostering a safe and sound banking system by expanding an exi
    6 KB (808 words) - 11:44, 26 March 2021
  • ...y trends and developments that emerged during the last few years of market turmoil:</p> ...ance practices. Similarly, the Committee reiterated the key role of robust market discipline in fostering a safe and sound banking system by expanding an exi
    5 KB (778 words) - 11:55, 26 March 2021
  • ...ways of funding their activities and managing their liquidity, but recent turmoil in global financial markets has posed new challenges for liquidity manageme <li>Managing market access</li>
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  • ...f the continued growth and rapid innovation in the CRT markets. The market turmoil since the summer of 2007 led to a desire for the Joint Forum to be able to <li>A failure to understand some of these risks contributed to the market turmoil of 2007. A few fundamental tenets of sound financial judgment appear to hav
    5 KB (728 words) - 11:50, 26 March 2021
  • ...the work undertaken in compiling this report took place before the market turmoil in the latter half of 2007. Specific comments on these events are set out i * Keywords: [[Leverage Ratio]], [[Concentration]], [[Risk Management]], [[Market Risk]], [[Stress Testing]], [[Credit Risk]]
    4 KB (656 words) - 11:50, 26 March 2021
  • ...f the continued growth and rapid innovation in the CRT markets. The market turmoil since the summer of 2007 led to a desire for the Joint Forum to be able to <li>A failure to understand some of these risks contributed to the market turmoil of 2007. A few fundamental tenets of sound financial judgment appear to hav
    5 KB (709 words) - 11:50, 26 March 2021