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Volumn 20, Issue 8, 1996, Pages 1381-1405

Bank capital requirements for securitized loan pools

Author keywords

Bank capital; Credit risk; Securitization

Indexed keywords


EID: 0030240850     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/0378-4266(96)00003-9     Document Type: Article
Times cited : (4)

References (9)
  • 1
    • 0011597712 scopus 로고
    • Kernel estimates of regression functions
    • T.F. Bewley, ed., (North-Holland, New York)
    • Bierens, H.J., 1988, Kernel estimates of regression functions, In: T.F. Bewley, ed., Advances in econometrics (North-Holland, New York).
    • (1988) Advances in Econometrics
    • Bierens, H.J.1
  • 5
    • 0000808665 scopus 로고
    • On the pricing of risky debt: The risk structure of interest rates
    • Merton, Robert, 1974, On the pricing of risky debt: The risk structure of interest rates. Journal of Finance 29, 449-470.
    • (1974) Journal of Finance , vol.29 , pp. 449-470
    • Merton, R.1
  • 7
    • 0011535132 scopus 로고
    • Truer to type
    • Mudge, Daniel T. and Lieng-Seng Wee, 1993, Truer to type, Risk 6, no. 12, 16-19.
    • (1993) Risk , vol.6 , Issue.12 , pp. 16-19
    • Mudge, D.T.1    Lieng-Seng, W.2
  • 8
    • 49549135545 scopus 로고
    • The arbitrage theory of capital asset pricing
    • Ross, Stephen, 1976, The arbitrage theory of capital asset pricing, Journal of Economic Theory 13, 341-360.
    • (1976) Journal of Economic Theory , vol.13 , pp. 341-360
    • Ross, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.