The impact of the IRB approach on the risk weights of European banks
Year of publication: |
2018
|
---|---|
Authors: | Pérez Montes, Carlos ; Trucharte, Carlos ; Cristófoli, María Elizabeth ; Lavín San Segundo, Nadia |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 39.2018, p. 147-166
|
Subject: | Banking regulation | Credit risk | IRB | Portfolio management | Risk weights | Kreditrisiko | Bankrisiko | Bank risk | Basler Akkord | Basel Accord | Portfolio-Management | Portfolio selection | EU-Staaten | EU countries | Kreditgeschäft | Bank lending | Risikomanagement | Risk management | Risiko | Risk |
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