Regulatory capital determination and Its implications for internal ratings-based credit risk model development and validation
Year of publication: |
2012-10
|
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Authors: | Cao, Honggao |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Basel | Basel Model Development | Basel Model Validation | Regulatory Capital | Credit Risk Model | Basel Capital Formula |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | G1 - General Financial Markets ; G18 - Government Policy and Regulation ; G32 - Financing Policy; Capital and Ownership Structure ; G38 - Government Policy and Regulation |
Source: |
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