Calibrating asset correlation for Indian corporate exposures: Implications for regulatory capital
Year of publication: |
2007
|
---|---|
Authors: | Bandyopadhyay, Arindam ; Chherawala, Tasneem ; Saha, Asish |
Published in: |
Journal of Risk Finance. - Emerald Group Publishing. - Vol. 8.2007, August, 4, p. 330-348
|
Publisher: |
Emerald Group Publishing |
Subject: | Capital | Credit | Credit rating | Default | India | Risk analysis |
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