Sökning: "Markus Falkman"

Hittade 1 uppsats innehållade orden Markus Falkman.

1. 1. Diminishing Risk-Weights Under the Basel II Accord: A Sign of Better Credit Quality or Regulatory Arbitrage?

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Erik Boltenstål; Markus Falkman; [2015]
   Nyckelord :Basel II; model based approach; risk weights; capital requirements; credit ratings;

   Sammanfattning : The Basel II-accord aimed to strengthen the financial system by making the banks more solvent. The Internal Ratings Based-model was introduced to create a better connection between risk held and regulatory capital. LÄS MER