Bank loans pricing and Basel II : a multi-period risk-adjusted methodology under the new regulatory constraints
Year of publication: |
2009
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Authors: | Curcio, Domenico ; Gianfrancesco, Igor |
Published in: |
Banks and bank systems : international research journal. - Sumy : Publishing Company Business Perspectives, ISSN 1816-7403, ZDB-ID 2395896-0. - Vol. 4.2009, 4, p. 66-75
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Subject: | Kreditgeschäft | Bank lending | Zins | Interest rate | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Basler Akkord | Basel Accord | Risikomanagement | Risk management | Bank |
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