Credit Risk Modeling and Internal Capital Allocation Processes: Implications for a Models-Based Regulatory Bank Capital Standard

Industry Practices in Credit Risk Modeling and Internal Capital Allocations: Implications for a Models-Based Regulatory Capital Standard

Jones, David, (1998)

Industry practices in credit risk modeling and internal capital allocations: implications for a models-based regulatory capital standard

Jones, David, (1998)

Credit risk modeling and internal capital allocation processes: implications for a models-based regulatory bank capital standard

Jones, David, (1999)