REGULATORY CAPITAL MODELING FOR CREDIT RISK (Q2947348)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | REGULATORY CAPITAL MODELING FOR CREDIT RISK |
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REGULATORY CAPITAL MODELING FOR CREDIT RISK (English)
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22 September 2015
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credit risk
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regulatory capital
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internal ratings-based (IRB) approach
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asymptotic single risk factor (ASRF) model
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credit value-at-risk (VaR)
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one-factor Gaussian copula
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Student's \(t\) copula
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