Banks' incentives and the quality of internal risk models
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More about this item
Keywords
banks; incentives; default models; capital regulation; Basel II;JEL classification:
- 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
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2015-01-19 (Banking)
- NEP-RMG-2015-01-19 (Risk Management)
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