Procyclicality of capital and portfolio segmentation in the advanced internal ratings-based framework : an application to mortgage portfolios

José J. Canals-Cerdá

Year of publication:	2018
Authors:	Canals-Cerdá, José J.
Published in:	The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 12.2018, 3, p. 1-27
Subject:	Basel accord \| credit risk \| regulatory capital \| mortgages \| procyclicality \| Kreditrisiko \| Credit risk \| Hypothek \| Mortgage \| Basler Akkord \| Basel Accord \| Portfolio-Management \| Portfolio selection \| Konjunktur \| Business cycle \| Welt \| World

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