The risk sensitivity of Basel risk weights and loan loss provisions: evidence from European banks-Reference-Cited by-同舟云学术

The risk sensitivity of Basel risk weights and loan loss provisions: evidence from European banks

Published:2021-04-28 Issue: Volume: Page:1-32
ISSN:1351-847X
Container-title:The European Journal of Finance
language:en
Short-container-title:The European Journal of Finance

Author:

Baule Rainer¹,Tallau Christian²

Affiliation:

1. University of Hagen, Hagen, Germany

2. Münster University of Applied Sciences, Münster, Germany

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous)

Link

https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2021.1918207

Reference42 articles.

1. Bank loan loss provisions: a reexamination of capital management, earnings management and signaling effects

2. Basel Committee on Banking Supervision. 1988. “International Convergence of Capital Measurement and Capital Standards.” Basel.

3. Basel Committee on Banking Supervision. 2004. “International Convergence of Capital Measurement and Capital Standards: A Revised Framework.” Basel.

4. Basel Committee on Banking Supervision. 2010. “Basel III: A Global Regulatory Framework for More Resilient Banks and Banking Systems.” Basel.

5. Basel Committee on Banking Supervision. 2013a. “Regulatory Consistency Assessment Programme (RCAP) – Analysis of Risk-Weighted Assets for Credit Risk in the Banking Book.” Basel.

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