The Risk Weights of the IRB Approaches

The article analyses the risk weights of the IRB approaches as suggested by the Basel Committee on Banking Supervision in January 2001. It is shown that the risk weight formulas can be considerably simplified to an elementary formula which has become a part of later suggestions of the Basel Committee

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Year of publication:	[2005]
Authors:	Gersbach, Hans
Other Persons:	Wehrspohn, Uwe (contributor)
Publisher:	[2005]: [S.l.] : SSRN

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Extent:	1 Online-Ressource (30 p)
Type of publication:	Book / Working Paper
Notes:	In: RiskNEWS, pp. 3-32, November 2001
Classification:	G28 - Government Policy and Regulation ; K23 - Regulated Industries and Administrative Law
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012784993