Basel II : correlation related issues
Year of publication: |
2007
|
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Authors: | Das, Sanjiv R. |
Published in: |
Journal of financial services research : JFSR. - Dordrecht [u.a.] : Springer Science + Business Media Inc., ISSN 0920-8550, ZDB-ID 1027136-3. - Vol. 32.2007, 1/2, p. 17-38
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Subject: | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Risikomaß | Risk measure | Korrelation | Correlation |
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