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Banks’ Internal Rating Models – Time for a Change? The System of Floors as Proposed by the Basel Committee

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  • Huizinga, Harry

    (Tilburg University, School of Economics and Management)

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  • Huizinga, Harry, 2016. "Banks’ Internal Rating Models – Time for a Change? The System of Floors as Proposed by the Basel Committee," Other publications TiSEM 00dfe640-a8b1-465a-909d-2, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:00dfe640-a8b1-465a-909d-20cd43bc527c
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/29934600/IPOL_IDA_2016_587365_EN.pdf
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    References listed on IDEAS

    as
    1. Brooke, Martin & Bush, Oliver & Edwards, Robert & Ellis, Jas & Francis, Bill & Harimohan, Rashmi & Neiss, Katharine & Siegert, Caspar, 2015. "Financial Stability Paper No. 35: Measuring the macroeconomic costs and benefits of higher UK bank capital requirements -," Bank of England Financial Stability Papers 35, Bank of England.
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    Cited by:

    1. Mérő, Katalin, 2018. "A kockázatalapú bankszabályozás előretörése és visszaszorulása - az ösztönzési struktúrák szerepe [The emergence and decline of risk-based bank regulation the role of incentive structures]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 981-1005.
    2. Katalin Mérő, 2021. "The ascent and descent of banks’ risk-based capital regulation," Journal of Banking Regulation, Palgrave Macmillan, vol. 22(4), pages 308-318, December.

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