On deficiencies and possible improvements of the Basel II unexpected loss single-factor model
Jiří Witzany
| Year of publication: |
2010
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|---|---|
| Authors: | Witzany, Jiří |
| Published in: |
Finance a úvěr. - Praha : Economia, ISSN 0015-1920, ZDB-ID 8603182. - Vol. 60.2010, 3, p. 252-268
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009920090