Modelling risk-weighted assets: looking beyond stress tests
Year of publication: |
2023
|
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Authors: | Švéda, Josef ; Panoš, Jiří ; Siuda, Vojtěch |
Publisher: |
Praha : Czech National Bank, Economic Research Department |
Subject: | Countercyclical capital buffer | credit portfolio structure | risk weighted exposure | stress-testing | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Basler Akkord | Basel Accord | Risikomanagement | Risk management | Bankrisiko | Bank risk | Finanzdienstleistung | Financial services | Bankenliquidität | Bank liquidity | Kreditgeschäft | Bank lending | Risikomaß | Risk measure |
Extent: | 1 Online-Ressource (circa 50 Seiten) Illustrationen |
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Series: | Working paper series / Czech National Bank. - Praha, ZDB-ID 2198505-4. - Vol. 2023, 15 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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