
Quantitative Analysis of the Impact of Basel II Accord on Greek Banks: The Application of IRB Approach
Author(s) -
Anna Donatou,
Ioannis Leventides
Publication year - 2022
Publication title -
journal of financial risk management
Language(s) - English
Resource type - Journals
eISSN - 2167-9541
pISSN - 2167-9533
DOI - 10.4236/jfrm.2022.111004
Subject(s) - basel ii , risk weighted asset , operational risk , risk adjusted return on capital , credit risk , capital requirement , loan , business , basel i , actuarial science , basel iii , portfolio , capital adequacy ratio , risk management , profit (economics) , economics , accounting , finance , financial capital , capital formation , microeconomics