Dimensions of Credit Risk and Their Relationship to Economic Capital Requirements

Mark Carey

A chapter in Prudential Supervision: What Works and What Doesn't, 2001, pp 197-232 from National Bureau of Economic Research, Inc

Date: 2001
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Working Paper: Dimensions of credit risk and their relationship to economic capital requirements (2000)
Working Paper: Dimensions of Credit Risk and Their Relationship to Economic Capital Requirements (2000)
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