Monetary Integration, Markets and Regulation, Volume 4 (Research in Banking and Finance)
Contributors: M. Bagella (Editor); L. Becchetti (Editor); I. Hasan (Editor); W.C. Hunter (Editor)
Publisher: JAI Press
Published: April 16, 2004
Language: eng
Format: Hardcover
Number of pages: 414
ISBN-13: 9780762311002
Subjects: Business/Economics; Banks & Banking; Business & Economics; Business / Economics / Finance; Finance; General; Business & Economics / Finance; Business & Economics : Banks & Banking; Science : General
First sentence: This paper examines challenges confronting banks and regulators in developing an internal ratings based (IRB) approach to setting capital requirements for retail exposures given the current practices at U.S. banks for quantifying credit risk and estimating economic capital for retail.