Approaches to credit risk in the new Basel Capital Accord
Year of publication: |
2003
|
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Authors: | Benzin, Arne ; Trück, Stefan ; Rachev, Svetlozar T. |
Published in: |
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures. - Heidelberg [u.a.] : Physica-Verlag, ISBN 3-7908-0054-6. - 2003, p. 1-33
|
Subject: | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Basler Akkord | Basel Accord | Theorie | Theory |
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