Capital Allocation for Portfolio Credit Risk
Year of publication: |
2007
|
---|---|
Authors: | Kupiec, Paul |
Published in: |
Journal of Financial Services Research. - Springer, ISSN 0920-8550. - Vol. 32.2007, 1, p. 103-122
|
Publisher: |
Springer |
Subject: | Economic capital | credit risk internal models | basel II internal ratings approach |
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