Heterogeneity of Bank Risk Weights in the EU : Evidence by Asset Class and Country of Counterparty Exposure /

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 model...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Turk-Ariss, Rima
Fformat: Cylchgrawn
Iaith:English
Cyhoeddwyd: Washington, D.C. : International Monetary Fund, 2017.
Cyfres:IMF Working Papers; Working Paper ; No. 2017/137
Mynediad Ar-lein:Full text available on IMF