The use of internal models: comparison of the new Basel credit proposals with available internal models for credit risk
Michel Crouhy, Dan Galai and Robert Mark
| Year of publication: |
2005
|
|---|---|
| Authors: | Crouhy, Michel ; Galai, Dan ; Mark, Robert |
| Published in: |
Capital adequacy beyond Basel : banking, securities, and insurance. - Oxford [u.a.] : Oxford University Press, ISBN 978-0-19-516971-3. - 2005, p. 197-257
|
| Subject: | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Theorie | Theory | Kreditgeschäft | Bank lending | Welt | World |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002737713