Abstract
In the following, the formulas for the derivation of risk-weighted assets are given. The parameters that go into these formulas are discussed in detail in Chap. 4.
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Granularity Adjustment for Basel II, Michael B. Gordy, Eva Lütkebohmert, (2007).
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Granularity adjustment for Basel II, Michael B. Gordy, Eva Lütkebohmert. (2007).
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Wernz, J. (2014). Appendix: A-IRB Formulas for the Derivation of Risk-Weighted Assets. In: Bank Management and Control. Management for Professionals. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-40374-3_10
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DOI: https://doi.org/10.1007/978-3-642-40374-3_10
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