Heterogeneity of Bank Risk Weights in the EU

Evidence by Asset Class and Country of Counterparty Exposure

Heterogeneity of Bank Risk Weights in the EU
Concerns about excessive variability in bank risk weights have prompted their review by regulators. This paper provides prima facie evidence on the extent of risk weight heterogeneity across broad asset classes and by country of counterparty for major banks in the European Union using internal models. It also finds that corporate risk weights... READ MORE...

Publication date: June 2017
ISBN 9781484302958
$18.00

Add to Cart by clicking price of the language and format you'd like to purchase

Available Languages and Formats

Paperback

Publication date: June 2017

PDF

Publication date: June 2017

ePub

Publication date: June 2017

Mobi

Publication date: June 2017

English