Banks' internal rating models - time for a change? The "system of floors" as proposed by the Basel committee
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- Haselmann, Rainer & Krahnen, Jan Pieter & Wahrenburg, Mark, 2019. "Evaluierung gesamt- und finanzwirtschaftlicher Effekte der Reformen europäischer Finanzmarktregulierung im deutschen Finanzsektor seit der Finanzkrise: Zusammenfassung der wichtigsten Ergebnisse," SAFE Policy Reports 2, Leibniz Institute for Financial Research SAFE.
- 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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More about this item
Keywords
internal rating models; floors; banking regulation; BCBS;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ACC-2016-11-20 (Accounting and Auditing)
- NEP-BAN-2016-11-20 (Banking)
- NEP-CBA-2016-11-20 (Central Banking)
- NEP-RMG-2016-11-20 (Risk Management)
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