The pro-cyclicality of risk weights for credit exposures: Driven by the retail segment
Year of publication: |
2021
|
---|---|
Authors: | Malovaná, Simona |
Published in: |
Economic systems. - Amsterdam [u.a.] : Elsevier, ISSN 0939-3625, ZDB-ID 1072886-7. - Vol. 45.2021, 1, p. 1-18
|
Subject: | Internal ratings-based approach | Monetary policy | Procyclicality | Retail exposures | Risk weights | Konjunktur | Business cycle | Bankrisiko | Bank risk | Kreditgeschäft | Bank lending | Einzelhandel | Retail trade | Kreditrisiko | Credit risk | Geldpolitik | Basler Akkord | Basel Accord | Zyklisches Verhalten | Cyclical behaviour | Privatkundengeschäft | Personal banking |
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