Dimensions of Credit Risk and Their Relationship to Economic Capital Requirements
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- Mark Carey, 2001. "Dimensions of Credit Risk and Their Relationship to Economic Capital Requirements," NBER Chapters, in: Prudential Supervision: What Works and What Doesn't, pages 197-232, National Bureau of Economic Research, Inc.
- Mark S. Carey, 2000. "Dimensions of credit risk and their relationship to economic capital requirements," Finance and Economics Discussion Series 2000-18, Board of Governors of the Federal Reserve System (U.S.).
References listed on IDEAS
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This paper has been announced in the following NEP Reports:- NEP-CFN-2000-05-16 (Corporate Finance)
- NEP-IAS-2000-05-16 (Insurance Economics)
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