Marking-to-model credit and operational risks of loan commitments : a Basel-2 advanced internal ratings-based approach
Year of publication: |
2009
|
---|---|
Authors: | Chateau, Jean-Pierre D. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 18.2009, 5, p. 260-270
|
Subject: | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord |
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