Beyond Basel-2 simplified standardized approach: Credit risk valuation of short-term loan commitments
Year of publication: |
2007
|
---|---|
Authors: | Chateau, John-Peter D. |
Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 16.2007, 5, p. 412-433
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
The hedging dimension of intermediation : credit lines as forward contracts
Chateau, Jean-Pierre D., (1983)
-
Chateau, Jean-Pierre D., (2007)
-
Chateau, Jean-Pierre D., (2009)
- More ...