Treatment of double default effects within the granularity adjustment for Basel II
Gespeichert in:
| Hauptverfasser: | , |
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| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
2011
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| In: |
The journal of credit risk
Year: 2011, Jahrgang: 7, Heft: 1, Pages: 3-33 |
| ISSN: | 1744-6619 |
| Schlagworte: | |
| Online-Zugang: |
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| Verfasserangaben: | Sebastian Ebert; Eva Lütkebohmert |
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