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An assessment of the internal rating based approach in Basel II

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Varotto, S. (2008) An assessment of the internal rating based approach in Basel II. The Journal of Risk Model Validation, 2 (2). ISSN 1753-9579

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Official URL: http://www.journalofriskmodelvalidation.com/public...


Item Type:Article
Refereed:Yes
Divisions:Henley Business School > ICMA Centre
ID Code:20462
Publisher:Incisive Media
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