Treatment of double default effects within the granularity adjustment for Basel II
Sebastian Ebert; Eva Lütkebohmert
| Year of publication: |
2011
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| Authors: | Ebert, Sebastian ; Lütkebohmert, Eva |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Incisive Media, ISSN 1744-6619, ZDB-ID 21704223. - Vol. 7.2011/12, 1, p. 3-33
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009932501