Regulatory Estimates for Defaulted Exposures: A Case Study of Spanish Mortgages

Regulatory Estimates for Defaulted Exposures: A Case Study of Spanish Mortgages

The capital requirements derived from the Basel Accord were issued with the purpose of deploying a transnational regulatory framework. Further regulatory developments on risk measurement is included across several documents published both by the European Banking Authority and the European Central Ba...

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Bibliographic Details
Main Authors: Marta Ramos González, Antonio Partal Ureña, Pilar Gómez Fernández-Aguado
Format: Article
Language:English
Published: MDPI AG 2021-04-01
Series:Mathematics
Subjects:
risk management
banking regulation
Basel Acord
defaulted exposures
economic downturn
Expected Loss Best Estimate
Online Access:https://www.mdpi.com/2227-7390/9/9/997

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https://www.mdpi.com/2227-7390/9/9/997

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