The Risk Weights of the IRB Approaches
RiskNEWS, pp. 3-32, November 2001
30 Pages Posted: 20 Jan 2005
The article analyses the risk weights of the IRB approaches as suggested by the Basel Committee on Banking Supervision in January 2001. It is shown that the risk weight formulas can be considerably simplified to an elementary formula which has become a part of later suggestions of the Basel Committee.
Note: The Downloadable document is in German.
Keywords: Banking supervision, Basel 2, IRB
JEL Classification: G28, K23
Suggested Citation: Suggested Citation