The Management Of Credit Risk According To Internal Ratings- Based Approach
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References listed on IDEAS
- Marianne Ojo, 2010.
"Risk management by the Basel Committee: Evaluating progress made from the 1988 Basel Accord to recent developments,"
Journal of Financial Regulation and Compliance,
Emerald Group Publishing, vol. 18(4), pages 305-315, November.
- Ojo, Marianne, 2008. "Risk management by the Basel Committee: evaluating progress made from the 1988 Basel Accord to recent developments," MPRA Paper 26365, University Library of Munich, Germany, revised Nov 2010.
- Ojo, Marianne, 2008. "Risk Management by the Basel Committee: Evaluating Progress made from the 1988 Basel Accord to Recent Developments," MPRA Paper 10051, University Library of Munich, Germany.
- repec:pra:mprapa:15545 is not listed on IDEAS
- Ojo, Marianne, 2009. "The responsive approach by the Basel Committee (on Banking Supervision) to regulation: Meta risk regulation, the Internal Ratings Based Approaches and the Advanced Measurement Approaches," MPRA Paper 16752, University Library of Munich, Germany.
- Kim, Joocheol & Kim, KiHyung, 2006. "Loss Given Default Modelling under the Asymptotic Single Risk Factor Assumption," MPRA Paper 860, University Library of Munich, Germany.
More about this item
KeywordsBasel II; credit risk; internal rating based approach;
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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