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Financial economics / Basel II / Financial risk / Systemic risk / European Banking Authority / European Union / Capital Requirements Directive / Advanced IRB / Loss given default / Financial regulation / Bank regulation / Finance


SUMMARY REPORT ON THE COMPARABILITY AND PRO-CYCLICALITY OF CAPITAL REQUIREMENTS UNDER THE INTERNAL RATINGS BASED APPROACH IN ACCORDANCE WITH ARTICLE 502 OF THE CAPITAL REQUIREMENTS REGULATION 17 December 2013
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Document Date: 2014-08-13 06:47:55


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LTV / /

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bank-specific modelling choices / bank / retail / /

Organization

European Central Bank / European Union / European Parliament / Committee of European Banking Supervisors Guidelines / European Banking Authority / /

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EC / /

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