Beyong Basel-2 simplified standardized approach : credit risk valuation of short-term loan commitments
Year of publication: |
2007
|
---|---|
Authors: | Chateau, Jean-Pierre D. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 16.2007, 5, p. 412-433
|
Subject: | Bankrechnungslegung | Bank accounting | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Dauer | Duration | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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