An empirical study on the impact of Basel III standards on banks’ default risk : the case of Luxembourg
Year of publication: |
June 2017
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Authors: | Giordana, Gastón Andrés ; Schumacher, Ingmar |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 10.2017, 2, p. 1-21
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Subject: | Basel III | bank default | Z-score | profitability | ROA | GMM estimator | simulation | Luxembourg | Basler Akkord | Basel Accord | Luxemburg | Kreditrisiko | Credit risk | Bankrisiko | Bank risk | Bank | Wirkungsanalyse | Impact assessment | Simulation | Momentenmethode | Method of moments |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm10020008 [DOI] hdl:10419/178588 [Handle] |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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