Narrow search
Showing 1 - 10 of 5,480
Cover Image
A conceptual framework for the Basel accords-based regulation
Ahmed, Jaffar Mohammed - In: Journal of financial regulation and compliance : an … 24 (2016) 1, pp. 90-103
Persistent link: https://www.econbiz.de/10011563681
Cover Image
The estimation risk and the IRB supervisory formula
Casellina, Simone; Landini, Simone; Uberti, Mariacristina - 2021
default and not the estimation of the asset correlation given that, in practice, banks are not allowed to modify this … parameter. We study the stochastic characteristics of the probability of default estimator that can be derived from the … easily implemented correction ensures that the probability of observing an exception (i.e. a default rate higher than the …
Persistent link: https://www.econbiz.de/10012421124
Cover Image
Bank capital regulation and risk taking
Wedow, Michael - 2006
Persistent link: https://www.econbiz.de/10003333142
Cover Image
Banking on Basel : the future of international financial regulation
Tarullo, Daniel K. - 2008
Persistent link: https://www.econbiz.de/10003746982
Cover Image
Consistency of banks' internal probability of default estimates
Stepankova, Barbora - 2020
.9 million probability of default estimates provided by 28 global IRB banks, covering the January 2016 to June 2020 period, to …
Persistent link: https://www.econbiz.de/10012320124
Cover Image
Risk sensitivity of banks, interbank markets and the effects of liquidity regulation : conference paper
Pausch, Thilo - 2013 - First draft
The industrial organization approach to banking is extended to analyze the effects of interbank market activity and …
Persistent link: https://www.econbiz.de/10010344667
Cover Image
Banks' sovereign exposures : in search of new rules
Baglioni, Angelo; Cefalà, Francesco - In: Journal of financial regulation 7 (2021) 1, pp. 100-148
Persistent link: https://www.econbiz.de/10012545858
Cover Image
An assessment of credit risk management practices of Adansi Rural Bank Limited
Odonkor, Alexander Ayertey - In: International journal of economics and finance 10 (2018) 11, pp. 110-136
Persistent link: https://www.econbiz.de/10011949522
Cover Image
Risk-sensitive Basel Regulations and firms' access to credit : direct and indirect effects
Gopalakrishnan, Balagopal; Jacob, Joshy; Mohapatra, Sanket - 2018
Persistent link: https://www.econbiz.de/10011938738
Cover Image
Do higher capital standards always reduce bank risk? : the impact of the Basel leverage ratio on the U.S. triparty repo market
Allahrakha, Meraj; Cetina, Jill; Munyan, Benjamin - In: Journal of financial intermediation 34 (2018), pp. 3-16
Persistent link: https://www.econbiz.de/10012114205