Economic Capital Allocation with Basel II: Cost, Benefit and Implementation Procedures: Dimitris N. Chorafas
Editorial Reviews
Review
.shows how economic capital and regulatory capital are concepts that should co-exist and gives good explanations to the background of each. - Richard Norgate, Ph.D., Financial Engineering News
One of the Top Ten financial engineering titles published in 2003-2004 - Richard Norgate, Ph.D., Financial Engineering News
Book Description
An overview of Credit Risk within Basel II Banking Accords
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