Economic and regulatory capital allocation for revolving retail exposures

Journal of Banking and Finance

Volumn 28, Issue 4, 2004, Pages 789-809

  Perli, Roberto ^a   Nayda, William I ^b  

^a FEDERAL RESERVE BOARD   (United States)

^b CAPITAL ONE FINANCIAL CORPORATION   (United States)

Author keywords

Capital allocation; Credit risk models; Future margin income; Revolving retail exposures

Indexed keywords

EID: 1942472558     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2003.10.007     Document Type: Conference Paper

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