EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"IRB approach"
Narrow search

Narrow search

Year of publication
Subject
All
IRB approach 13 Basel II 12 Kreditrisiko 8 Banks 6 Kreditgeschäft 6 capital requirements 6 double default 6 Bank 5 Bank lending 5 Basler Akkord 5 SME financing 5 Theorie 5 bank competition 5 Basel Accord 4 Credit risk 4 granularity adjustment 4 lending and lending margins 4 the IRB approach 4 the standardised approach (SA) 4 Bankrisiko 3 Kreditwürdigkeit 3 Bank regulation 2 Bank risk 2 Bankenregulierung 2 Betriebsgröße 2 Capital requirements 2 EU countries 2 EU-Bankrecht 2 EU-Staaten 2 Kapitalbedarf 2 Norwegen 2 Portfolio-Management 2 Unvollkommener Wettbewerb 2 analytic approximation 2 analytical approximation 2 counterparty risk 2 regulatory capital 2 securitization 2 structural credit portfolio models 2 Accounting standards 1
more ... less ...
Online availability
All
Free 19 CC license 2
Type of publication
All
Book / Working Paper 17 Article 2
Type of publication (narrower categories)
All
Working Paper 9 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Research Report 2 Article in journal 1 Aufsatz in Zeitschrift 1 Collection of articles of several authors 1 Conference proceedings 1 Konferenzschrift 1 Sammelwerk 1
more ... less ...
Language
All
English 14 Undetermined 3 Norwegian 2
Author
All
Lütkebohmert, Eva 6 Hakenes, Hendrik 5 Schnabel, Isabel 5 Andersen, Henrik 4 Ebert, Sebastian 4 Johnsen, Jama 4 Angeloni, Ignazio 1 Balling, Morten 1 Barucci, Emilio 1 Baviera, Roberto 1 Boscia, Manuela Rodrigues 1 Bruno, Brunella 1 Calzolari, Giacomo 1 Colliard, Jean-Edouard 1 Damaskou, Anna 1 Dantas, José Alves 1 Dombret, Andreas R. 1 Draghi, Mario 1 Hedrich, Carl-Christoph 1 Hufeld, Felix 1 Karamichailidou, Giannoula 1 Karminsky, A. 1 Kimura, Herbert 1 Korte, Josef 1 Kostrov, A. 1 Laeven, Luc 1 Leone, Vitor 1 Lóránth, Gyöngyi 1 Maddaloni, Angela 1 Marino, Immacolata 1 Mayes, David G. 1 Milani, Carlo 1 Mohrmann, Ulf 1 Muhn, Maximilian 1 Nicoletti-Altimari, Sergio 1 Nienhaus, Martin 1 Nocera, Giacomo 1 Resti, Andrea 1 Riepe, Jan 1 Ritter, Hendrik 1
more ... less ...
Institution
All
University of Bonn, Germany 3 Deutsche Bundesbank 1 Max-Planck-Institut zur Erforschung von Gemeinschaftsgütern, Max-Planck-Gesellschaft 1 SUERF - The European Money and Finance Forum 1 Stiftung Geld und Währung 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
Bonn Econ Discussion Papers 6 Staff Memo 2 Staff memo / Norges Bank 2 Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 1 Discussion papers / Governance and the Efficiency of Economic Systems 1 International journal of finance & banking studies : JJFBS 1 Journal of the New Economic Association 1 Preprints of the Max Planck Institute for Research on Collective Goods 1 SFB/TR 15 Discussion Paper 1 SUERF conference proceedings 1 Working Paper Series of the Max Planck Institute for Research on Collective Goods 1 Working paper 1
more ... less ...
Source
All
EconStor 7 ECONIS (ZBW) 6 RePEc 6
Showing 1 - 10 of 19
Cover Image
Effects of the new standardised approach and the new output floor for IRB banks
Andersen, Henrik; Johnsen, Jama - 2023
The EU plans to revise the capital adequacy rules for banks in 2025. Regulatory amendments will be introduced in Norway through the EEA Agreement. Our results show that the regulatory amendments can significantly reduce the capital requirement for small and medium-sized banks (SA banks). This...
Persistent link: https://www.econbiz.de/10014551650
Saved in:
Cover Image
Effekter av ny standardmetode og nytt gulv for IRB-bankene
Andersen, Henrik; Johnsen, Jama - 2023
The EU plans to revise the capital adequacy rules for banks in 2025. Regulatory amendments will be introduced in Norway through the EEA Agreement. Our results show that the regulatory amendments can significantly reduce the capital requirement for small and medium-sized banks (SA banks). This...
Persistent link: https://www.econbiz.de/10014551730
Saved in:
Cover Image
Effekter av ny standardmetode og nytt gulv for IRB-bankene
Andersen, Henrik; Johnsen, Jama - 2023
The EU plans to revise the capital adequacy rules for banks in 2025. Regulatory amendments will be introduced in Norway through the EEA Agreement. Our results show that the regulatory amendments can significantly reduce the capital requirement for small and medium-sized banks (SA banks). This...
Persistent link: https://www.econbiz.de/10014247690
Saved in:
Cover Image
Effects of the new standardised approach and the new output floor for IRB banks
Andersen, Henrik; Johnsen, Jama - 2023
The EU plans to revise the capital adequacy rules for banks in 2025. Regulatory amendments will be introduced in Norway through the EEA Agreement. Our results show that the regulatory amendments can significantly reduce the capital requirement for small and medium-sized banks (SA banks). This...
Persistent link: https://www.econbiz.de/10014313749
Saved in:
Cover Image
Effects of the ECL model on regulatory capital in European banks : IRB and standardized approaches
Boscia, Manuela Rodrigues; Dantas, José Alves; Leone, Vitor - In: International journal of finance & banking studies : JJFBS 11 (2022) 3, pp. 01-13
Persistent link: https://www.econbiz.de/10013460116
Saved in:
Cover Image
Do internal rating models mitigate bank opacity? : evidence from analysts' forecasts
Bruno, Brunella; Marino, Immacolata; Nocera, Giacomo; … - 2020
Persistent link: https://www.econbiz.de/10012297282
Saved in:
Cover Image
The SSM at 1
Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011557140
Saved in:
Cover Image
Modeling the Default Probabilities of Russian Banks: Extended Abillities
Karminsky, A.; Kostrov, A. - In: Journal of the New Economic Association 17 (2013) 1, pp. 64-86
Using binary choice logistic regression with quasi panel data (1998-2011) to develop a probability of default model for Russian banks we have found that: 1) there is a quadratic interaction between bank's capital adequacy ratio and its default probability; 2) there is a negative relationship...
Persistent link: https://www.econbiz.de/10010648187
Saved in:
Cover Image
Treatment of Double Default Effects within the Granularity Adjustment for Basel II
Ebert, Sebastian; Lütkebohmert, Eva - 2009
Within the Internal Ratings-Based (IRB) approach of Basel II it is assumed that idiosyncratic risk has been fully …
Persistent link: https://www.econbiz.de/10010270006
Saved in:
Cover Image
Failure of saddle-point method in the presence of double defaults
Lütkebohmert, Eva - 2009
-factor CreditRisk+ model. Moreover, in case of the model underlying the double default treatment within the internal ratings based (IRB …) approach of Basel II, the saddle-point equivalent to the GA is too complex and involved to be competitive to a standard Monte …
Persistent link: https://www.econbiz.de/10010270010
Saved in:
  • 1
  • 2
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...