Commentary: Basel II: Understanding the expected loss debate - The final draft of the new Accord on bank regulatory capital has been delayed. A critical and unresolved issue is whether banks should include expected losses in their measure of credit risk.
| Year of publication: |
2003
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|---|---|
| Authors: | Kupiec, Paul |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 16.2003, 11, p. 29-31
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