Back to the roots of internal credit risk models : does risk explain why banks' risk-weighted asset levels converge over time?
Year of publication: |
2023
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Authors: | Böhnke, Victoria ; Ongena, Steven ; Paraschiv, Florentina ; Reite, Endre J. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 156.2023, p. 1-19
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Subject: | Capital regulation | Credit risk | Internal ratings-based approach | Regulatory arbitrage | Risk-weighted assets | Theorie | Theory | Kreditrisiko | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Welt | World | Risikomanagement | Risk management |
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