Similar Search Results

Economic and regulatory capital allocation for revolving retail exposures

Perli, Roberto; Nayda, William I. - 2003

Persistent link: https://www.econbiz.de/10001787394

The pricing of revenue assurance

Stokes, Jeffrey R. - In: American journal of agricultural economics 79 (1997) 2, pp. 439-451

Persistent link: https://www.econbiz.de/10001230146

The pricing of revenue assurance : comment

Yin, Shihong; Turvey, Calum Greig - In: American journal of agricultural economics 85 (2003) 4, pp. 1062-1065

Persistent link: https://www.econbiz.de/10001825343

Indeterminancy, home production, and the business cycle : a calibrated analysis

Perli, Roberto - In: Journal of monetary economics 41 (1998) 1, pp. 105-125

Persistent link: https://www.econbiz.de/10001235396

Increasing returns, home production and persistence of business cycles

Perli, Roberto - In: Journal of economic dynamics & control 22 (1998) 4, pp. 519-543

Persistent link: https://www.econbiz.de/10001236982

Economic and regulatory capital allocation for revolving retail exposures

Perli, Roberto; Nayda, William I. - Federal Reserve Board (Board of Governors of the … - 2003

The latest revision of the Internal Ratings Based approach of the Basel Committee on Banking Supervision's New Capital Accord Proposal for retail portfolios contains a significant innovation relative to previous versions: the recognition that, for revolving credits, future margin income will be...

Persistent link: https://www.econbiz.de/10005393791