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Keywords: Loan default
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Journal Articles
Journal of Financial Regulation and Compliance (2017) 25 (4): 360–380.
Published: 13 November 2017
... problems with RWA discussed above, we also recommend using TA as the numeraire of our proposed buffer. © Emerald Publishing Limited 2017 Emerald Publishing Limited Licensed re-use rights only Bank resolution Bank recovery Loan default Loss absorption Metrics for triggers Probability...
