Impact Assessment of LGD Model Risk on Regulatory Capital : A Bayesian Approach
Year of publication: |
2019
|
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Authors: | Liu, Yang |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Bayes-Statistik | Bayesian inference | Basler Akkord | Basel Accord | Wirkungsanalyse | Impact assessment | Kreditrisiko | Credit risk | Bankrisiko | Bank risk | Risikomanagement | Risk management |
Extent: | 1 Online-Ressource (11 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 3, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3005710 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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