Modelling risk-weighted assets: looking beyond stress tests

Josef Švéda, Jiří Panoš, Vojtěch Siuda

Year of publication:	2023
Authors:	Švéda, Josef ; Panoš, Jiří ; Siuda, Vojtěch
Publisher:	Praha : Czech National Bank, Economic Research Department
Subject:	Countercyclical capital buffer \| credit portfolio structure \| risk weighted exposure \| stress-testing \| Kreditrisiko \| Credit risk \| Basler Akkord \| Basel Accord \| Portfolio-Management \| Portfolio selection \| Bankrisiko \| Bank risk \| Risikomanagement \| Risk management \| Risikomaß \| Risk measure \| Stresstest \| Stress test \| Bankenliquidität \| Bank liquidity \| Kreditgeschäft \| Bank lending

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