Effective modeling of wrong way risk, counterparty credit risk capital, and alpha in Basel II
Juan Carlos Garcia Cespedes; Juan Antonio de Juan Herrero; Dan Rosen; David Saunders
| Year of publication: |
2010
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|---|---|
| Authors: | Cespedes, Juan Carlos Garcia ; Herrero, Juan Antonio de Juan ; Rosen, Dan ; Saunders, David |
| Published in: |
The journal of risk model validation. - London : Risk Journals, ISSN 1753-9579, ZDB-ID 23167646. - Vol. 4.2010/11, 1, p. 71-98
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009911486