Estimating Exposure at Default under the Internal Ratings-Based Approach
Year of publication: |
2009
|
---|---|
Authors: | Manganello, Elisa Alghisi ; Cecconi, Massimiliano ; Resti, Andrea |
Published in: |
BANCARIA. - Bancaria Editrice. - Vol. 12.2009, December
|
Publisher: |
Bancaria Editrice |
Subject: | Basilea 2 | exposure at default | credit conversion factor |
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