Treatment of double default effects within the granularity adjustment for Basel II

Journal of Credit Risk

Volumn 7, Issue 1, 2011, Pages 3-33

  Ebert, Sebastian ^a   Lütkebohmert, Eva ^b  

^a UNIVERSITY OF BONN   (Germany)

^b UNIVERSITY OF FREIBURG   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84973541580     PISSN: 17446619     EISSN: 17559723     Source Type: Journal    
DOI: 10.21314/JCR.2011.123     Document Type: Article

References (19)

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