Browsing Økonomisk institutt by Author "Edakina, Anastasia"
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Loan Allocation, Rating Systems and Procyclicality in Basel II : An empirical study of an IRB-bank's corporate portfolioRestricted Access Edakina, Anastasia (Master thesis / Masteroppgave, 2011)The objective of this paper is to measure the cyclicality of risk weights, calculated according to Basel II IRB approach, for SME corporate portfolio of one Nordic bank. Our main focus is to examine effects of both the ...