Revisiting Basel risk weights: cross-sectional risk sensitivity and cyclicality
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DOI: 10.1007/s11573-016-0824-6
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- Repullo, Rafael & Martinez-Miera, David, 2019. "Monetary Policy, Macroprudential Policy, and Financial Stability," CEPR Discussion Papers 13530, C.E.P.R. Discussion Papers.
- Hojer, A. & Mataigne, V., 2024. "CSR in the banking industry: A longitudinal analysis of the impact on financial performance and risk-taking," Finance Research Letters, Elsevier, vol. 64(C).
- Jan Nokkala, 2022. "Are large credit exposures a source of concentration risk?," Bank i Kredyt, Narodowy Bank Polski, vol. 53(4), pages 375-398.
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Keywords
Basel II; Risk weights; Banking regulation; Capital requirements; Pro-cyclicality;All these keywords.
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