INDEX

 

Please note that index links point to page beginnings from the print edition. Locations are approximate in e-readers, and you may need to page down one or more times after clicking a link to get to the indexed material.

 

A

ABCP conduits, 417

ABS, 327, 450

ABS collateralized debt obligations, 468

Absolute VaR, 241

Academic research. See Theoretical models

Accord-required add-on factor, 121

Accounting ratios, 363–364

Accuracy ratio (AR), 321, 322

Acharya, V., 42, 111, 420

Actuarial approach, 393–394, 404–405

Actuarial SOP (ASOP), 615

Adjustable rate mortgage (ARM), 227

Admati, A., 115

Adoboli, Kweku, 500

Advanced IRB approach, 135

Advanced measurement approach (AMA), 78, 514, 520–521

Adverse selection, 324

Agency risk, 48, 156

AIG, 42 ...

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