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Treatment of double default effects within the granularity adjustment for Basel II

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Bibliographic Details
Main Authors: Ebert, Sebastian (Author) , Lütkebohmert, Eva (Author)
Format: Article (Journal)
Language:English
Published: 2011
In: The journal of credit risk
Year: 2011, Volume: 7, Issue: 1, Pages: 3-33
ISSN:1744-6619
Subjects:
Aufsatz in Zeitschrift
Online Access: Get full text
Author Notes:Sebastian Ebert; Eva Lütkebohmert
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ISSN:1744-6619

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