Treatment of double default effects within the granularity adjustment for Basel II
Sebastian Ebert; Eva Lütkebohmert
| Year of publication: |
2011
|
|---|---|
| Authors: | Ebert, Sebastian ; Lütkebohmert, Eva |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 7.2011/12, 1, p. 3-33
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| Subject: | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Basler Akkord | Basel Accord | Portfolio-Management | Portfolio selection | Kreditsicherung | Collateral | Verbriefung | Securitization | Theorie | Theory |
| 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/10009010639