The estimation risk and the IRB supervisory formula
Year of publication: |
[2021]
|
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Authors: | Casellina, Simone ; Landini, Simone ; Uberti, Mariacristina |
Publisher: |
London : European Banking Authority |
Subject: | Bank Capital | Regulation | Basel 2 | Margin of Conservatism | Value-at-Risk | Theorie | Theory | Basler Akkord | Basel Accord | Risikomaß | Risk measure | Kreditrisiko | Credit risk | Bankenregulierung | Bank regulation |
Extent: | 1 Online-Ressource (circa 23 Seiten) Illustrationen |
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Series: | EBA staff paper series. - London : European Banking Authority, ZDB-ID 2979447-X. - Vol. no 11 (January 2021) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
ISBN: | 978-92-9245-728-0 |
Other identifiers: | 10.2853/032235 [DOI] hdl:10419/299516 [Handle] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; G21 - Banks; Other Depository Institutions; Mortgages ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
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