Credit risk modeling and internal capital allocation processes: implications for a models-based regulatory bank capital standard
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economics and Business.
Volume (Year): 51 (1999)
Issue (Month): 2 (March)
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Web page: http://www.elsevier.com/locate/jeconbus
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- Diana Hancock & Andreas Lehnert & Wayne Passmore & Shane M. Sherlund, 2006. "The competitive effects of risk-based bank capital regulation: an example from U.S. mortgage markets," Finance and Economics Discussion Series 2006-46, Board of Governors of the Federal Reserve System (U.S.).
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