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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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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Chorafas, Dimitris N.
Format: Electronic eBook
Language:Inglés
Published: Amsterdam ; Boston : Elsevier, Butterworth Heinmann, 2004.
Subjects:
Online Access:Texto completo
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