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Treatment of double default effects within the granularity adjustment for Basel II
Ebert, Sebastian; Lütkebohmert, Eva - In: The journal of credit risk : published quarterly by … 7 (2011/12) 1, pp. 3-33
Persistent link: https://www.econbiz.de/10009010639
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Calculating capital charges for sector concentration risk
Kurtz, Cornelius; Lütkebohmert, Eva; Sester, Julian - In: The journal of credit risk : published quarterly by … 14 (2018) 4, pp. 35-67
Persistent link: https://www.econbiz.de/10012041800
Cover Image
Treatment of double default effects within the granularity adjustment for Basel II
Ebert, Sebastian; Lütkebohmert, Eva - In: The journal of credit risk : published quarterly by … 7 (2011/12) 1, pp. 3-33
Persistent link: https://www.econbiz.de/10009932501