Credit risk modeling and internal capital allocation processes : implications for a models-based regulatory bank capital standard
Year of publication: |
1999
|
---|---|
Authors: | Jones, David S. ; Mingo, John J. |
Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 51.1999, 2, p. 79-108
|
Subject: | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Modellierung | Scientific modelling | Bilanzstrukturmanagement | Asset-liability management | Theorie | Theory |
-
Steinbacher, Mitja, (2015)
-
Asset correlations and bank capital adequacy
Gabbi, Giampaolo, (2013)
-
A capital adequacy buffer model
Allen, David E., (2013)
- More ...
-
Jones, David S., (1998)
-
Jones, David S., (1998)
-
Premiums in private versus public bank branch sales
Berkovec, James A., (1997)
- More ...