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Economic capital allocation with Basel II : cost, benefit and implementation procedures /

This book is a complimentary follow-on book to Operational Risk Control with Basel II. While the previous book focuses on operational risk, Economic Capital Allocation provides an overview of credit risk within the context of the Basel II accords. The book provides: * comprehensive coverage of the e...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Chorafas, Dimitris N.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Amsterdam ; Boston : Elsevier, Butterworth Heinmann, 2004.
Temas:
Acceso en línea:Texto completo