Works matching IS 09208550 AND DT 2007 AND VI 32 AND IP 1/2
Results: 6
An Assessment of Basel II Procyclicality in Mortgage Portfolios.
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- Journal of Financial Services Research, 2007, v. 32, n. 1/2, p. 81, doi. 10.1007/s10693-007-0008-1
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- Article
A Critique of Revised Basel II.
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- Journal of Financial Services Research, 2007, v. 32, n. 1/2, p. 1, doi. 10.1007/s10693-007-0006-3
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- Article
Basel II: A Contracting Perspective.
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- Journal of Financial Services Research, 2007, v. 32, n. 1/2, p. 39, doi. 10.1007/s10693-007-0020-5
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- Article
A Tractable Model to Measure Sector Concentration Risk in Credit Portfolios.
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- Journal of Financial Services Research, 2007, v. 32, n. 1/2, p. 55, doi. 10.1007/s10693-007-0014-3
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- Article
Capital Allocation for Portfolio Credit Risk.
- Published in:
- Journal of Financial Services Research, 2007, v. 32, n. 1/2, p. 103, doi. 10.1007/s10693-007-0013-4
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- Article
Basel II: Correlation Related Issues.
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- Journal of Financial Services Research, 2007, v. 32, n. 1/2, p. 17, doi. 10.1007/s10693-007-0011-6
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- Article