Back to the roots of internal credit risk models : does risk explain why banks' risk-weighted asset levels converge over time?
Victoria Böhnke, Steven Ongena, Florentina Paraschiv, Endre J. Reite
| Year of publication: |
2023
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|---|---|
| Authors: | Böhnke, Victoria ; Ongena, Steven ; Paraschiv, Florentina ; Reite, Endre J. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 156.2023, p. 1-19
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| Subject: | Capital regulation | Credit risk | Internal ratings-based approach | Regulatory arbitrage | Risk-weighted assets | Kreditrisiko | Basler Akkord | Basel Accord | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Bankrisiko | Bank risk | Theorie | Theory | Bankenregulierung | Bank regulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2023.106992 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014487069