Model Risk and Regulatory Capital

F.L.J. Kerkhof, B. Melenberg and Johannes Schumacher
Additional contact information
F.L.J. Kerkhof: Tilburg University, School of Economics and Management
B. Melenberg: Tilburg University, School of Economics and Management

Other publications TiSEM from Tilburg University, School of Economics and Management

Date: 2002
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (8)

Downloads: (external link)
https://repository.tilburguniversity.edu/bitstream ... 1a811108db8/download (application/pdf)

Related works:
Working Paper: Model Risk and Regulatory Capital (2002)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tiu:tiutis:6b857b42-548f-416f-b37f-daf2107b6c49

Access Statistics for this paper

More papers in Other publications TiSEM from Tilburg University, School of Economics and Management
Bibliographic data for series maintained by Richard Broekman ().