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Lütkebohmert, Eva
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International journal of central banking : IJCB
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The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
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Granularity adjustment for regulatory capital assessment
Gordy, Michael B.
;
Lütkebohmert, Eva
- In:
International journal of central banking : IJCB
9
(
2013
)
3
,
pp. 33-71
Persistent link: https://www.econbiz.de/10010185391
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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/10009932501
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Failure of the saddlepoint method in the presence of double defaults
Lütkebohmert, Eva
- In:
Journal of risk
15
(
2012
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10010027743
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