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Tests on the accuracy of Basel II

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Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2008) Tests on the accuracy of Basel II. In: Wagner, N. (ed.) Credit risk: models, derivatives, and management. Financial Mathematics Series (6). Chapman & Hall/CRC. ISBN 9781584889946

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Item Type:Book or Report Section
Refereed:Yes
Divisions:Henley Business School > ICMA Centre
ID Code:20463
Additional Information:Series editors: M.A.H. Dempster, Rama Cont
Publisher:Chapman & Hall/CRC
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