Economic capital allocation with Basel II : cost, benefit and implementation procedures /

This book is a complimentary follow-on book to Operational Risk Control with Basel II. While the previous book focuses on operational risk, Economic Capital Allocation provides an overview of credit risk within the context of the Basel II accords. The book provides: * comprehensive coverage of the e...

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Bibliographic Details
Main Author: Chorafas, Dimitris N.
Corporate Author: ScienceDirect (Online service)
Format: eBook
Language:English
Published: Amsterdam ; Boston : Elsevier, Butterworth Heinmann, 2004.
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Call Number: HG1725 .C49 2004eb
 
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HG1725 .C49 2004eb Available