Effective modeling of wrong way risk, counterparty credit risk capital, and alpha in Basel II
Year of publication: |
2010
|
---|---|
Authors: | Cespedes, Juan Carlos Garcia ; Herrero, Juan Antonio de Juan ; Rosen, Dan ; Saunders, David M. |
Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 4.2010/11, 1, p. 71-98
|
Subject: | Basler Akkord | Basel Accord | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk |
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