Credit Risk Factor Modeling and the Basel II IRB Approach
Year of publication: |
2003
|
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Authors: | Hamerle, Alfred ; Liebig, Thilo ; Rösch, Daniel |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | Kreditrisiko | Kreditwürdigkeit | Wahrscheinlichkeitsrechnung | Basel II | Eigenkapitalvorschriften | Schätzung | Welt | Credit Risk | Credit Ratings | Probability of Default | Bank Regulation |
Series: | Discussion Paper Series 2 ; 2003,02 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 391294237 [GVK] hdl:10419/19727 [Handle] RePEc:zbw:bubdp2:2226 [RePEc] |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; C1 - Econometric and Statistical Methods: General |
Source: |
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