Blar i NTNU Open på forfatter "Böhnke, Victoria"
-
Back to the roots of internal credit risk models: Does risk explain why banks' risk-weighted asset levels converge over time?
Böhnke, Victoria; Ongena, Steven Roger Godelieve; Paraschiv, Florentina; Reite, Endre Jo (Journal article; Peer reviewed, 2023)The internal ratings-based (IRB) approach maps bank risk profiles more adequately than the standardized approach. After switching to IRB, banks' risk-weighted asset (RWA) densities are thus expected to diverge, especially ...