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Credit Risk Factor Modeling and the Basel II IRB Approach
Monograph
Hamerle, Alfred, Liebig, Thilo and Rösch, Daniel (2003) Credit Risk Factor Modeling and the Basel II IRB Approach. Deutsche Bundesbank, Discussion Paper Series 2: Banking and Financial Supervision 2, Working Paper, Dt. Bundesbank, Frankfurt am Main.DOI to cite this document: 10.5283/epub.8241
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Details
| Item type | Monograph (Working Paper) |
| ISBN | 3–935821–70–0 |
| Publisher | Dt. Bundesbank |
| Place of Publication | Frankfurt am Main |
| Other Series | Deutsche Bundesbank, Discussion Paper Series 2: Banking and Financial Supervision |
| Volume | 2 |
| Date | 2003 |
| Date of publication | 05 Aug 2009 13:58 |
| Additional Information (public) | Elektronische Ressource |
| Institutions | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Statistik und Risikomanagement (Prof. Dr. Rösch) |
| Interdisciplinary Subject Network | Immobilien- und Kapitalmärkte |
| Keywords | Credit Risk, Credit Ratings, Probability of Default, Bank Regulation |
| Dewey Decimal Classification | 300 Social sciences > 330 Economics |
| Status | Published |
| Refereed | No, this document will not be refereed |
| Created at the University of Regensburg | Yes |
| URN of the UB Regensburg | urn:nbn:de:bvb:355-epub-82419 |
| Item ID | 8241 |
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