Models get a thrashing - Bankers, academics and regulators pull apart the latest in credit risk models and find they're still only a crude guide to the true cost of capital. Not enough comfort to set regulatory standards. Anyway, regulators will always want more capital, not less.
|Year of publication:||
Euromoney. - London : Euromoney Publ, ISSN 0014-2433, ZDB-ID 1902325. - 1998, p. 31-40