التفاصيل البيبلوغرافية
| العنوان: |
Assessing the recent constraints set by local European banking regulators on the RWA’s of IRB models for Residential Mortgages loans |
| المؤلفون: |
Lohest, Edouard |
| المساهمون: |
UCL - Faculté des sciences économiques, sociales, politiques et de communication, Ducuroir, François |
| سنة النشر: |
2017 |
| المجموعة: |
DIAL@UCL (Université catholique de Louvain) |
| مصطلحات موضوعية: |
RWA, Banking regulation, Residential mortgage market |
| الوصف: |
The first part of this master thesis is focused on the standardized approach used to obtain risk weight for residential mortgage loans and the analysis of its recent evolution. The second part concentrates itself on the internal ratings-based approach. It gives an overview of the principles and sources, the methods used to approximate its risk parameters and the usual results. The third part presents the measures of local European regulators on the risk-weighted assets of internal ratings based models. It also assesses their potential impact. ; Master [60] en sciences économiques, orientation générale, Université catholique de Louvain, 2017 |
| نوع الوثيقة: |
master thesis |
| اللغة: |
English |
| العلاقة: |
thesis:12624; http://hdl.handle.net/2078.1/thesis:12624Test |
| الإتاحة: |
http://hdl.handle.net/2078.1/thesis:12624Test |
| حقوق: |
info:eu-repo/semantics/openAccess |
| رقم الانضمام: |
edsbas.50879CB3 |
| قاعدة البيانات: |
BASE |
