Internal model-based capital regulation and bank risk-taking incentives
Year of publication: |
2004
|
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Authors: | Kupiec, Paul H. |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 11.2004, 4, p. 33-42
|
Subject: | Basler Akkord | Basel Accord | Kreditrisiko | Credit risk | Bilanzstrukturmanagement | Asset-liability management |
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