Comment on the Variance in the Paper Entitled ‘Credit Risk Measures and the Estimation Error in the ASRF Model Under the Basel II IRB Approach’ by Simone Casellina, Simone Landini, and Mariacristina Uberti
Year of publication: |
[2023]
|
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Authors: | Wosnitza, Jan Henrik |
Publisher: |
[S.l.] : SSRN |
Subject: | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Finanzdienstleistung | Financial services | Schätztheorie | Estimation theory | Messung | Measurement |
Extent: | 1 Online-Ressource (28 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 1, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4526820 [DOI] |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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