The effect of stressed economic conditions on credit risk in Basel II
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Bibliographic InfoArticle provided by University of Pretoria, Faculty of Economic and Management Sciences in its journal South African Journal of Economic and Management Sciences.
Volume (Year): 14 (2011)
Issue (Month): 2 (June)
credit risk; loss and frequency distributions; credit crisis; Basel II;
Find related papers by JEL classification:
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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