A critique of revised basel II

Journal of Financial Services Research

Volumn 32, Issue 1-2, 2007, Pages 1-16

  Jarrow, Robert A ^a,b  

^a SAS Institute Inc   (United States)

^b Kamakura Corporation   (United States)

Author keywords

Basel II; Credit risk; Regulatory capital; Value at risk

Indexed keywords

EID: 35348929413     PISSN: 09208550     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10693-007-0006-3     Document Type: Article

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