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We apply both classical and Bayesian econometric methods to characterize the dynamic behavior of inflation for twelve industrial countries over the period 1984-2003, using four different price indices for each country. In particular, we estimate a univariate autoregressive (AR) model for each...
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the denominator of the calculation of risk-weighted assets (RWAs). The EBA and other international bodies have already … Internal Market risk Models, leading to a greater understanding of the consistency of risk-weighted assets .European … legislators have acknowledged the need to constrain the inconsistent calculation of risk-weighted assets for equivalent portfolios …
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Article 495(3) of Regulation (EU) No 575/2013 (Capital Requirements Regulation – CRR) allows competent authorities temporarily to exempt from the internal ratings-based (IRB) treatment certain equity exposures held by institutions as at 31 December 2007. This provision was already included in...
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