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Model selection for operational risk
Crouhy, Michel; Galai, Dan; Mark, Robert - In: Advances in operational risk : firm-wide issues for …, (pp. 145-177). 2003
Persistent link: https://www.econbiz.de/10003282330
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The use of internal models: comparison of the new Basel credit proposals with available internal models for credit risk
Crouhy, Michel; Galai, Dan; Mark, Robert - In: Capital adequacy beyond Basel : banking, securities, …, (pp. 197-257). 2005
Persistent link: https://www.econbiz.de/10002737713