Skip to content
About
HASTAC Scholars
Conferences
Staff
History of HASTAC
Leadership
Core Values
Go To…
Members
Groups
Sites
CORE Repository
Help & Support
Organizations
HC
ARLIS/NA
AUPresses
MLA
MSU
SAH
Search for:
Register
Log In
CORE
Search Results
Start Search Over
Order By:
Newest Deposits
Alphabetical
Search Field:
All Fields
Author/Contributor
Subject
Tag
Title
All Deposits
0
HASTAC Deposits
Incremental Risk Charge (IRC) Introduction
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Incremental risk charge
,
IRC
,
default risk
,
credit migration risk
,
constant level of risk
,
liquidity horizon
Search term matches:
Tag
...
constant
level
of
risk
...
Full Text
... ◆ IRC Main Features ◆ Default and Migration Simulation ◆
Constant
level
of
risk
◆ Implementation IRC ...
Incremental Risk Charge Methodology
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Article
Tag(s):
incremental risk charge
,
liquidity risk
,
risk management
,
capital charge
,
constant level of risk
Search term matches:
Tag
...
constant
level
of
risk
...
Full Text
... is the random draws based on the
constant
level
of
risk
assumption. It convolutes the copies of the single ...
Viewing item 1 to 2 (of 2 items)
@
Not recently active
