Loss given default and recovery risk: from Basel II standards to effective risk management tools
Year of publication: |
2005
|
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Authors: | Resti, Andrea ; Sironi, Andrea |
Published in: |
The Basel handbook : a guide for financial practitioners. - London : Risk Books, ISBN 1-904339-18-2. - 2005, p. 49-82
|
Subject: | Finanzdienstleistung | Financial services | Risikomanagement | Risk management | Basler Akkord | Basel Accord | Kreditrisiko | Credit risk | Theorie | Theory | Bankenaufsicht | Banking supervision |
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