Achieving an adequate balance between the level of complexity, objectivity and comparability which is required within the capital framework: credit ratings and the Standardized Approach (SA-CCR) for measuring Exposure at Default (EAD) for Counter-Party Credit Risk
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Keywordscredit ratings; OTC derivatives; objectivity; forecasting; assets; liquidity; risk sensitivity; leverage ratios; audits; information asymmetries;
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- G2 - Financial Economics - - Financial Institutions and Services
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- K2 - Law and Economics - - Regulation and Business Law
- M4 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ACC-2014-06-02 (Accounting & Auditing)
- NEP-ALL-2014-06-02 (All new papers)
- NEP-RMG-2014-06-02 (Risk Management)
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