Revisiting Basel risk weights : cross-sectional risk sensitivity and cyclicality
Rainer Baule, Christian Tallau
| Year of publication: |
November 2016
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|---|---|
| Authors: | Baule, Rainer ; Tallau, Christian |
| Published in: |
Journal of business economics : JBE. - Berlin : Springer-Verlag GmbH Germany, ISSN 0044-2372, ZDB-ID 201074-4. - Vol. 86.2016, 8, p. 905-931
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| Subject: | Basel II | Risk weights | Banking regulation | Capital requirements | Pro-cyclicality | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Kreditrisiko | Credit risk | Risiko | Risk | Konjunktur | Business cycle | Theorie | Theory | Risikomanagement | Risk management | Kreditgeschäft | Bank lending | Kapitalbedarf | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11573-016-0824-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011667253