Credit risk management in bank. Impacts of IFRS 9 and Basel 3
P Porretta, A Letizia, F Santoboni - Risk Governance & Control …, 2020 - iris.uniroma1.it
The expected loss approach (ECL) defined by IFRS 9 replaced the old incurred loss
approach (IAS 39) in the international accounting standard setter. In Europe, the IFRS 9 are …
approach (IAS 39) in the international accounting standard setter. In Europe, the IFRS 9 are …
[PDF][PDF] The impact of bail-in risk on bank bondholders
L Gai, F Ielasi, M Mainini - International Journal of …, 2020 - pdfs.semanticscholar.org
The paper investigates the impact of the bail-in regulation on bank bond secondary markets.
Using data on outstanding bonds issued by significant Euro-Area banks, the study carries …
Using data on outstanding bonds issued by significant Euro-Area banks, the study carries …
[PDF][PDF] Effects of the EU Resolution Framework on Moral Hazard and Market Discipline
J Scholz - duepublico2.uni-due.de
Due to the negative consequences of extensive bank bailouts during the global financial
crisis, EU member states adopted the Bank Recovery and Resolution Directive (BRRD) to …
crisis, EU member states adopted the Bank Recovery and Resolution Directive (BRRD) to …