Basel-2 capital adequacy: Computing the ‘fair’ capital charge for loan commitment ‘true’ credit risk
Year of publication: |
2007
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Authors: | Chateau, J.-P. ; Wu, J. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 16.2007, 1, p. 1-21
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