The impact of systemic loss given default on economic capital
Jenni van Dyk, Jaun Lange, Gary van Vuuren
| Year of publication: |
2017
|
|---|---|
| Authors: | Van Dyk, Jenni ; Lange, Jaun ; Van Vuuren, Gary |
| Published in: |
International business and economics research journal. - Littleton, Colo., ISSN 1535-0754, ZDB-ID 2143670-8. - Vol. 16.2017, 2, p. 87-100
|
| Subject: | Probability Of Default | Loss Given Default | Correlation | Economic Capital | Expected Loss | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Insolvenz | Insolvency | Risikomanagement | Risk management | Verlust | Loss | Theorie | Theory | Korrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011701563