Credit risk capital estimation under IRB approach for banks in India
Year of publication: |
2018
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Authors: | Bajaj, Richa Verma |
Published in: |
Journal of quantitative economics. - [New Delhi] : Springer India, ISSN 2364-1045, ZDB-ID 2842078-0. - Vol. 16.2018, 2, p. 475-500
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Subject: | Basel II | Credit loss estimation | Systematic risk | Credit portfolio risk | Risk based capital | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Portfolio-Management | Portfolio selection | Indien | India | Risikomanagement | Risk management | Bankrisiko | Bank risk | Risikomaß | Risk measure | Kreditgeschäft | Bank lending | Risiko | Risk | Schätzung | Estimation | Bank |
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