An empirical test of Basel risk weights applied to securitisation
Year of publication: |
2004
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Other Persons: | Batchvarov, Alexander (contributor) |
Published in: |
Structured credit products : pricing, rating, risk management and Basel II. - London : Risk Books, ISBN 978-1-904339-26-7. - 2004, p. 363-388
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Subject: | Verbriefung | Securitization | Basler Akkord | Basel Accord | Kreditrisiko | Credit risk | Bankrisiko | Bank risk | Risikomanagement | Risk management | Schätzung | Estimation |
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