Integration of structured finance exporsures in the Basel II model : analytical results
Year of publication: |
2012
|
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Authors: | Plank, Kilian |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 22.2012, 2, p. 7-18
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Subject: | Basler Akkord | Basel Accord | Theorie | Theory | Strukturiertes Produkt | Structured product | Verbriefung | Securitization | Kreditrisiko | Credit risk |
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