Brož, Václav; Pfeifer, Lukáš - In: Journal of central banking theory and practice 10 (2021) 1, pp. 113-139
risk weights under the internal ratings-based and those under the standardized approach, consider the financial cycle, and … under the internal ratings-based approach, including risk weights related to exposures secured by real estate collateral … weights is present for the internal ratings-based approach, in line with our expectations based on regulatory standards. Our …