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The use of internal models: comparison of the New Basel credit proposals with available internal models for credit risk / Michel Crouhy, Dan Galai, and Robert Mark.

By: Contributor(s): Material type: ArticleArticleLanguage: English ISBN:
  • 0195169719
Subject(s): DDC classification:
  • 332.10681  C164  21.ed.
 In: Capital adequacy beyond Basel Ed. by Hal S. Scott (Oxford: Oxford University Press, 2005). , p. 197-257.
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Holdings: (Oxford: Oxford University Press, 2005). , p. 197-257.

Notas: p. 253-256.

Bibliografia: p. 256-257.

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