Proposal on ELBE and LGD in-default: tackling capital requirements after the financial crisis
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References listed on IDEAS
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More about this item
Keywordsbanking regulation; credit risk; defaulted exposures;
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2018-07-16 (Banking)
- NEP-CBA-2018-07-16 (Central Banking)
- NEP-RMG-2018-07-16 (Risk Management)
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