The implications of the introduction of Basel II in terms of risk-weighted assets andinternationalization exposure for European banks

Considering a sample of sixty-two European banks, I investigate the implications of theintroduction of Basel II in terms of risk-weighted assets and internationalization exposure. Ichallenge the Market Risk and Portfolio Diversification theories jointly with regulative factors ofprobability of defau...

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Bibliographic Details
Main Author: BERTOZZI, RICCARDO
Format: Others
Language:Swedish
Published: Uppsala universitet, Företagsekonomiska institutionen 2018
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-347202