A cost-benefit analysis of capital requirements adjusted for model risk
Walter Farkas, Fulvia Fringuellotti, Radu Tunaru
| Year of publication: |
2020
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|---|---|
| Authors: | Farkas, Walter ; Fringuellotti, Fulvia ; Tunaru, Radu |
| Published in: |
The journal of corporate finance : contracting, governance and organization. - Amsterdam : Elsevier, ISSN 0929-1199, ZDB-ID 1189269-9. - Vol. 65.2020, p. 1-22
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcorpfin.2020.101753 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012423657