Treatment of double-default and double-recovery effects for hedged exposures under pillar I of the proposed New Basel Capital Accord
| Year of publication: |
2003
|
|---|---|
| Authors: | Heitfield, Erik ; Barger, Norah |
| Institutions: | Federal Reserve Board (Board of Governors of the Federal Reserve System) |
| Subject: | Bank capital | Risk management | Basel capital accord |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 2 |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005491046