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institution:"Institute of Finance and Accounting <London>"
subject:"Risk management"
~institution:"Federal Reserve Bank of Chicago"
~institution:"International Association for the Study of Insurance Economics"
~person:"Gordy, Michael B."
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Gordy, Michael B.
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Institute of Finance and Accounting <London>
Federal Reserve Bank of Chicago
International Association for the Study of Insurance Economics
Federal Reserve Board (Board of Governors of the Federal Reserve System)
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Credit VAR and risk-bucket capital rules: a reconciliation
Gordy, Michael B.
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Federal Reserve Bank of Chicago
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2000
Persistent link: https://www.econbiz.de/10010724144
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