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Retail credit capital charge optimisation and the new Basel Accord
Botha, Marius; Van Vuuren, Gary - In: Journal of risk management in financial institutions 2 (2008/09) 3, pp. 265-283
Persistent link: https://www.econbiz.de/10003865066
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Implied asset correlation in retail loan portfolios
Botha, Marius; Van Vuuren, Gary - In: Journal of risk management in financial institutions 3 (2009/10) 2, pp. 156-173
Persistent link: https://www.econbiz.de/10003963534
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Modelling systemic liquidity risk with feedback effects in the UK banking sector
Vuuren, Gary van - In: Journal of risk management in financial institutions 5 (2011/12) 1, pp. 36-59
Persistent link: https://www.econbiz.de/10009883709
Cover Image
Implied asset correlation in retail loan portfolios
Botha, Marius; Van Vuuren, Gary - In: Journal of risk management in financial institutions 3 (2009/10) 2, pp. 156-173
Persistent link: https://www.econbiz.de/10009883662
Cover Image
Retail credit capital charge optimisation and the new Basel Accord
Botha, Marius; Vuuren, Gary van - In: Journal of risk management in financial institutions 2 (2008/09) 3, pp. 265-283
Persistent link: https://www.econbiz.de/10009883637