A cost-benefit analysis of capital requirements adjusted for model risk

Walter Farkas, Fulvia Fringuellotti, Radu Tunaru

Year of publication:	2020
Authors:	Farkas, Walter ; Fringuellotti, Fulvia ; Tunaru, Radu
Publisher:	Geneva : Swiss Finance Institute
Subject:	Basel framework \| Capital requirements \| Cost-benefit analysis \| Model risk \| Kosten-Nutzen-Analyse \| Basler Akkord \| Basel Accord \| Theorie \| Theory \| Bankrisiko \| Bank risk \| Risikomanagement \| Risk management \| Kreditrisiko \| Credit risk \| Kapitalbedarf \| Risiko \| Risk

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