Financial Regulation and Supervision

Principles for home-host supervisory cooperation and allocation mechanisms in the context of Advanced Measurement Approaches (AMA)

This document sets out principles related to two important topics in the implementation of the Advanced Measurement Approaches (AMA) for operational risk under Basel II.

Principles for the Valuation of Hedge Fund Portfolios

This document sets out principles for valuing the investment portfolios of hedge funds that are designed to mitigate the structural and operational conflicts of interest that may arise between the interests of the hedge fund manager and the interests of the hedge fund.

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