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Keywords: EBA
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Journal Articles
Journal of Financial Regulation and Compliance (2023) 31 (4): 483–502.
Published: 02 May 2023
... on this issue. This study aims to fill this gap in the literature. Design/methodology/approach This paper reviews the calibration approaches the European Banking Authority (EBA) has used by exploring the deficiencies of the regime with respect to the calibration of categorization thresholds and coefficients...
