The IRB approach in the Basel Committeeś proposal for new capital adequacy rules : some simulation-based illustrations
by Tor Jacobson, Jesper Lindé and Kasper Roszbach
| Year of publication: |
2002
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|---|---|
| Authors: | Jacobson, Tor ; Lindé, Jesper ; Roszbach, Kasper |
| Published in: |
Sveriges Riksbank economic review. - Stockholm, ISSN 1404-6768, ZDB-ID 20184530. - 2002, 4, p. 35-72
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| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | In: Sveriges Riksbank economic review |
| Source: |
Persistent link: https://www.econbiz.de/10009085669