Effective modeling of wrong way risk, counterparty credit risk capital, and alpha in Basel II
Juan Carlos Garcia Cespedes; Juan Antonio de Juan Herrero; Dan Rosen; David Saunders
| 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 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003971978