Daníelsson, Jón; Jorgensen, Bjørn N.; Vries, Casper G. de - Tinbergen Instituut - 2001
Under the new Capital Accord, banks choose between two different types of risk management systems, the standard or the … internal rating based approach. The paper considers how a bank's preference for a risk management system is affected by the … of its risk management system.<P>Published in <A href="http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VCY-45 …