Appendix: A-IRB Formulas for the Derivation of Risk-Weighted Assets

Johannes Wernz

Chapter 10 in Bank Management and Control, 2014, pp 97-100 from Springer

Abstract: 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 .

Keywords: Financial Institution; Lending Business; Residential Mortgage; Proprietary Trading; Inverse Cumulative Distribution Function (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/978-3-642-40374-3_10

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