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Basle II Capital Requirement Sensitivity to the Definition of Default

WITZANY, Jiří

Basic information

Original name

Basle II Capital Requirement Sensitivity to the Definition of Default

Authors

WITZANY, Jiří

Edition

1. vyd. Ostrava, Řízení a modelování finančních rizik, p. 312–328, 2008

Publisher

VŠB - Technická univerzita Ostrava

Other information

Language

English

Type of outcome

Proceedings paper

Field of Study

50200 5.2 Economics and Business

Country of publisher

Czech Republic

Confidentiality degree

is not subject to a state or trade secret

ISBN

978-80-248-1846-7

Keywords (in Czech)

kreditní riziko, korelace, výtěžnost, regulatorní kapitál

Keywords in English

credit risk, correlation, recovery rate, regulatory capital

Tags

Changed: 2/6/2010 09:55, Mgr. Helena Hakenová