A risk-factor model foundation for ratings-based bank capital rules

• Michael B. Gordy

収録刊行物

• Journal of Financial Intermediation

  Journal of Financial Intermediation 12 (3), 199-232, 2003-07

  Elsevier BV

キーワード

• Economics and Econometrics
• Finance

詳細情報

• CRID: 1363107371304488448
• NII論文ID: 30022767688
• DOI: 10.1016/s1042-9573(03)00040-8
• ISSN: 10429573
• Web Site: https://api.elsevier.com/content/article/PII:S1042957303000408?httpAccept=text/xml
• Web Site: https://api.elsevier.com/content/article/PII:S1042957303000408?httpAccept=text/plain
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