Quantifying the cyclicality of regulatory capital - first evidence from Austria
Year of publication: |
2009
|
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Authors: | Kerbl, Stefan ; Sigmund, Michael |
Published in: |
Finanzmarktstabilitätsbericht. - Wien : OENB, ZDB-ID 2052048-7. - Vol. 18.2009, p. 96-106
|
Subject: | internal ratings-based approach | Basler Akkord | Basel Accord | Konjunktur | Business cycle | Kreditrisiko | Credit risk | Internes Kontrollsystem | Internal control | Portfolio-Management | Portfolio selection | Bankenaufsicht | Banking supervision | Österreich | Austria |
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