Regulatory use of system-wide estimations of PD, LGD and EAD : FSI Award 2010 winning paper
Jesus Alan Elizondo Flores; Tania Lemus Basualdo; Ana Regina Quintana Sordo. Financial Stability Institute
| Year of publication: |
2010
|
|---|---|
| Authors: | Elizondo Flores, Jesus Alan ; Lemus Basualdo, Tania ; Quintana Sordo, Ana Regina |
| Institutions: | Institut für Finanzstabilität (contributor) |
| Publisher: |
Basel : Financial Stability Inst., Bank for Internat. Settlements |
| Subject: | Bankrisiko | Bank risk | Systemrisiko | Systemic risk | Bankenregulierung | Bank regulation | Policy-Mix | Policy mix | Europa | Europe |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | III, 69 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | PD = Probability of Default LGD = Loss Given Default EAD = Exposure at Default |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009382694