Sökning: "BaselKapitalavtal"
Hittade 1 uppsats innehållade ordet BaselKapitalavtal.
1. Modelling Credit Risk: Estimation of Asset and Default Correlation for an SME Portfolio
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistikSammanfattning : When banks lend capital to counterparties they take on a risk, known as credit risk which traditionally has been the largest risk exposure for banks. To be protected against potential default losses when lending capital, banks must hold a regulatory capital that is based on a regulatory formula for calculating risk weighted assets (RWA). LÄS MER
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