Browsing by Subject Basel II
Showing results 1 to 5 of 5
| Issue Date | Title | Author(s) |
|---|---|---|
| 16-Oct-2013 | Credit Risk Factor Modeling and the Basel II IRB Approach | - |
| 16-Oct-2013 | Estimating asset correlations from stock prices or default rates: which method is superior? | - |
| 16-Oct-2013 | Forecasting Credit Portfolio Risk | - |
| 16-Oct-2013 | Granularity adjustment for Basel II | - |
| 16-Oct-2013 | How will Basel II affect bank lending to emerging markets? An analysis based on German bank level data | - |