A cost-benefit analysis of capital requirements adjusted for model risk
Year of publication: |
2020
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Authors: | Farkas, Walter ; Fringuellotti, Fulvia ; Tunaru, Radu |
Published in: |
The journal of corporate finance : contracting, governance and organization. - Amsterdam : Elsevier, ISSN 0929-1199, ZDB-ID 1189269-9. - Vol. 65.2020, p. 1-22
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Subject: | Basel framework | Capital requirements | Cost-benefit analysis | Model risk | Theorie | Theory | Kosten-Nutzen-Analyse | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Risikomaß | Risk measure | Kreditrisiko | Credit risk | Kapitalbedarf | Risikomanagement | Risk management |
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