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
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Author Notes:	Sebastian Ebert; Eva Lütkebohmert

Treatment of double default effects within the granularity adjustment for Basel II by Ebert, Sebastian (Author) , Lütkebohmert, Eva (Author) ,

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