The Estimation Risk and the IRB Supervisory Formula
Year of publication: |
[2021]
|
---|---|
Authors: | Casellina, Simone ; Landini, Simone ; Uberti, Mariacristina |
Publisher: |
[S.l.] : SSRN |
Subject: | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Basler Akkord | Basel Accord | Risikomanagement | Risk management |
Extent: | 1 Online-Ressource (23 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 14, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3773406 [DOI] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; G21 - Banks; Other Depository Institutions; Mortgages ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
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