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Risikomaß
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International journal of theoretical and applied finance
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Journal of financial regulation and compliance : an international journal
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ECONIS (ZBW)
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CVA under alternative settlement conventions and with systemic risk
Durand, Cyril
;
Rutkowski, Marek
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-40
Persistent link: https://www.econbiz.de/10010233319
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Assessing the Basel II internal ratings-based approach : empirical evidence from Australia
Tarca, Silvio
;
Rutkowski, Marek
- In:
Journal of financial regulation and compliance : an …
24
(
2016
)
2
,
pp. 106-139
Persistent link: https://www.econbiz.de/10011563824
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3
Regulatory capital modeling for credit risk
Rutkowski, Marek
;
Tarca, Silvio
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403880
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