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Credit Risk – Basel II Rules and Standardized Approaches

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  • Daniela HARANGUS
  • Raluca Simona VOICA

Abstract

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Suggested Citation

  • Daniela HARANGUS & Raluca Simona VOICA, 2010. "Credit Risk – Basel II Rules and Standardized Approaches," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economic Sciences, Tibiscus University of Timisoara, vol. 0, pages 823-823.
    • Handle: RePEc:tdt:annals:2010-142
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    File URL: https://fse.tibiscus.ro/old-fse/images/anale/lucrari/Lucrari2010/142.%20Harangus%20Daniela.pdf
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    References listed on IDEAS

    as
    1. Rosen, Dan & Saunders, David, 2010. "Risk factor contributions in portfolio credit risk models," Journal of Banking & Finance, Elsevier, vol. 34(2), pages 336-349, February.
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