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Credit Risk Factor Modeling and the Basel II IRB Approach

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.

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Date of publication of this fulltext: 05 Aug 2009 13:58

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Item type:Monograph (Working Paper)
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
Refereed:No, this document will not be refereed
Created at the University of Regensburg:Yes
Item ID:8241
Owner only: item control page


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