The variability in RWA density - e-Book: New perspectives on the approach to risk measuring. E-book. Formato PDF - 9791221151770
Un ebook di Bruno Elena edito da Giappichelli Editore, 2023
- € 13.99
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The variability of RWA density is a crucial element of capital adequacy requirement measuring. Despite all initiatives taken by banking regulators and supervisors, a number of questions are still open. Against this background, the Author highlights the im-portance of contain the determinants of this variability with a critical approach of literature review and regulation, providing a different perspective on some of those questions and set the conditions for shifting the attention from simple comparison across banks to an economic interpretation of their risk measures. The results point that regulation-specific factors which could mitigate RWA variability. The introduction of the Basel III reforms, and in particular the output floor measure, reduces RWA variability, with greater reductions in variability observed for higher calibrations of the floor.
Informazioni bibliografiche
- Titolo: The variability in RWA density - e-Book: New perspectives on the approach to risk measuring. E-book. Formato PDF
- Autore: Bruno Elena
- Editore: Giappichelli Editore
- Data di Pubblicazione: 30 Maggio '23
- Formato: PDF
- Protezione: Adobe DRM
(richiede Adobe Digital Editions) - ISBN-13: 9791221151770
