Gibilaro, Lucia; Mattarocci, Gianluca - In: Journal of Financial Regulation and Compliance 26 (2018) 1, pp. 2-19
Purpose: This paper aims to analyse the exposure at default (EAD) in the event of multiple banking relationships to understand the differences with respect to solo banking relationships and forecast the banks risk exposure. Design/methodology/approach: The paper uses a unique database provided...