The pro-cyclicality of risk weights for credit exposures: Driven by the retail segment
Simona Malovaná
| Year of publication: |
2021
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|---|---|
| Authors: | Malovaná, Simona |
| Published in: |
Economic systems. - Amsterdam [u.a.] : Elsevier, ISSN 0939-3625, ZDB-ID 1072886-7. - Vol. 45.2021, 1, p. 1-18
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| Subject: | Internal ratings-based approach | Monetary policy | Procyclicality | Retail exposures | Risk weights | Bankrisiko | Bank risk | Kreditgeschäft | Bank lending | Konjunktur | Business cycle | Einzelhandel | Retail trade | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Geldpolitik | Privatkundengeschäft | Personal banking | Zyklisches Verhalten | Cyclical behaviour | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ecosys.2020.100763 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012798106