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~person:"Wilkens, Sascha"
~subject:"Bank risk"
~subject:"Basel Accord"
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Wilkens, Sascha
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European financial management : the journal of the European Financial Management Association
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Default risk charge : modeling framework for the "Basel" risk measure
Wilkens, Sascha
;
Pedescu, Mirela
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011710248
Saved in:
2
IRC and CRM : modelling framework for the "Basel 2.5" risk measures
Wilkens, Sascha
;
Brunac, Jean-Baptiste
;
Chorniy, Vladimir
- In:
European financial management : the journal of the …
19
(
2013
)
4
,
pp. 801-829
Persistent link: https://www.econbiz.de/10010237356
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