On deficiencies and possible improvements of the Basel II unexpected loss single-factor model
Year of publication: |
2010
|
---|---|
Authors: | Witzany, Jiří |
Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 60.2010, 3, p. 252-268
|
Subject: | Basler Akkord | Basel Accord | Kreditrisiko | Credit risk | Kreditgeschäft | Bank lending | Risikomanagement | Risk management |
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