IRB Asset and Default Correlation: Rationale for the Macroprudential Mark-Ups to the IRB Risk-Weights

Penikas, Henry

doi:10.1057/s41283-022-00109-7

Risk Manag

2022

DOI: 10.1057/s41283-022-00109-7

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IRB Asset and Default Correlation: Rationale for the Macroprudential Mark-Ups to the IRB Risk-Weights

Henry Penikas

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IRB Asset and Default Correlation: Rationale for the Macroprudential Mark-Ups to the IRB Risk-Weights

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References 34 publications

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