The use of internal models: comparison of the new Basel credit proposals with available internal models for credit risk
Year of publication: |
2005
|
---|---|
Authors: | Crouhy, Michel ; Galai, Dan ; Mark, Robert |
Published in: |
Capital adequacy beyond Basel : banking, securities, and insurance. - Oxford [u.a.] : Oxford University Press, ISBN 978-0-19-516971-3. - 2005, p. 197-257
|
Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Welt | World | Kreditwürdigkeit | Credit rating |
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