Showing 1 - 10 of 108,715
Some financial institutions can use internally developed credit risk models to determine their capital requirements. At the same time, the regulatory framework governing such models allows institutions to implement diverse rating systems with no specified penalty for poor model performance. To...
Persistent link: https://www.econbiz.de/10012320124
Persistent link: https://www.econbiz.de/10001469148
Now in prospect is a major revision of international bank capital regulations that would embody recent advances in … increase in bank failure rates over time …
Persistent link: https://www.econbiz.de/10012471142
Persistent link: https://www.econbiz.de/10012794977
. However, their very success in taming the collapse reduced efforts to radically change the "big bank" business model and …
Persistent link: https://www.econbiz.de/10011546673
-based approach on bank risk and to introduce risk-weighted asset floors. If well enforced, risk-sensitive capital regulation results …
Persistent link: https://www.econbiz.de/10011558425
Persistent link: https://www.econbiz.de/10011996334
Persistent link: https://www.econbiz.de/10011938738
Persistent link: https://www.econbiz.de/10010503035