Does Basel II Pillar 3 Risk Exposure Data help to Identify Risky Banks?
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More about this item
KeywordsRisk Reporting; Stochastic Volatility; Risk Factors;
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-03-08 (All new papers)
- NEP-BAN-2012-03-08 (Banking)
- NEP-CBA-2012-03-08 (Central Banking)
- NEP-FOR-2012-03-08 (Forecasting)
- NEP-RMG-2012-03-08 (Risk Management)
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