Modelling IRB risk-weighted assets : looking beyond stress tests
Josef Švéda, Jiří Panoš, Vojtěch Siuda
| Year of publication: |
2025
|
|---|---|
| Authors: | Švéda, Josef ; Panoš, Jiří ; Siuda, Vojtěch |
| Subject: | countercyclical capital buffer | internal-rating-based models | regulatory stress testing | risk-weighted assets | Basler Akkord | Basel Accord | Stresstest | Stress test | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Bankenliquidität | Bank liquidity | Bankenregulierung | Bank regulation | Bankrisiko | Bank risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ecno.70010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015374878