Classification of Probability of Defaultand Rating Philosophies
Basel II consists of international recommendations on banking regulations, mainly concerning how much capital banks and other financial institutions should be made to set aside in order to protect themselves from various types of risks. Implementing Basel II involves estimating risks; one of the mai...
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| Format: | Others |
| Language: | English |
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KTH, Matematisk statistik
2012
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-105903 |