Treatment of double default effects within the granularity adjustment for Basel II
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| Main Authors: | , |
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| Format: | Article (Journal) |
| Language: | English |
| Published: |
2011
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| In: |
The journal of credit risk
Year: 2011, Volume: 7, Issue: 1, Pages: 3-33 |
| ISSN: | 1744-6619 |
| Subjects: | |
| Online Access: |
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| Author Notes: | Sebastian Ebert; Eva Lütkebohmert |
MARC
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