Ordinary quantitative buffer requirements, the definition of default, loss distribution, expected and unexpected loss and provisioning

Bart Joosen

Research output: Chapter in Book / Report / Conference proceedingChapterAcademicpeer-review

Original languageEnglish
Title of host publicationCapital and Liquidity Requirements for European Banks
EditorsBart Joosen, Marco Lamandini, Tobias H. Tröger
PublisherOxford University Press
Chapter6
Pages157-185
Number of pages29
ISBN (Electronic)9780198867319
ISBN (Print)9780198867319
Publication statusPublished - 2022

Publication series

NameOxford EU Financial Regulation

Bibliographical note

Working title: The Definition of Default, Loss Distribution, Expected and Unexpected Loss, and Provisioning in the Context of Credit Risk

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