The IRB approach in the Basel Committeeś proposal for new capital adequacy rules : some simulation-based illustrations
Year of publication: |
2002
|
---|---|
Authors: | Jacobson, Tor ; Lindé, Jesper ; Roszbach, Kasper |
Published in: |
Sveriges Riksbank economic review. - Stockholm : [Verlag nicht ermittelbar], ISSN 1404-6768, ZDB-ID 2018453-0. - 2002, 4, p. 35-72
|
Subject: | Basler Akkord | Basel Accord | Verbriefung | Securitization |
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