Search Results - subject:"Internal ratings-based (IRB) approach"

Imanto, Christopher Paulus - In: The journal of credit risk : published quarterly by … 18 (2022) 2, pp. 1-26

Persistent link: https://www.econbiz.de/10014546385

Hodbod, Alexander; Huber, Stefanie J.; Vasilev, Konstantin - In: Journal of banking & finance 112 (2020), pp. 1-28

Persistent link: https://www.econbiz.de/10012225343

Tarca, Silvio; Rutkowski, Marek - In: Journal of Financial Regulation and Compliance 24 (2016) 2, pp. 106-139

Purpose This study aims to render a fundamental assessment of the Basel II internal ratings-based (IRB) approach by …

Persistent link: https://www.econbiz.de/10014870732

Tarca, Silvio; Rutkowski, Marek - In: Journal of financial regulation and compliance : an … 24 (2016) 2, pp. 106-139

Persistent link: https://www.econbiz.de/10011563824

Rutkowski, Marek; Tarca, Silvio - In: International journal of theoretical and applied finance 18 (2015) 5, pp. 1-44

Persistent link: https://www.econbiz.de/10011403880