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Using guarantees and credit derivatives to reduce credit risk capital requirements under the new Basel Capital Accord
Heitfield, Erik, (2004)
Monitoring, moral hazard, and market power: a model of bank lending
Covitz, Daniel, (1999)
Treatment of double-default and double-recovery effects for hedged exposures under pillar I of the proposed New Basel Capital Accord
Heitfield, Erik, (2003)