E-viri
Recenzirano
-
Jones, David; Mingo, John
Journal of economics and business, 03/1999, Letnik: 51, Številka: 2Journal Article
This paper surveys the current state-of-the-art in credit risk modeling at large U.S. banks. Within this context, the paper examines the near-term feasibility of an internal models approach to setting formal regulatory capital requirements for banks, as a replacement for the 1988 Basle Accord. Such an overhaul of the international capital standards would require, in our view, specific attention to several deficiencies in current modeling practices, including questions relating to model specification, parameter estimation, and model validation procedures. The paper also discusses possible uses of internal risk models for setting regulatory capital requirements against selected credit instruments and/or improving examination guidance dealing with the capital adequacy of large, complex banking organizations.
Vnos na polico
Trajna povezava
- URL:
Faktor vpliva
Dostop do baze podatkov JCR je dovoljen samo uporabnikom iz Slovenije. Vaš trenutni IP-naslov ni na seznamu dovoljenih za dostop, zato je potrebna avtentikacija z ustreznim računom AAI.
Leto | Faktor vpliva | Izdaja | Kategorija | Razvrstitev | ||||
---|---|---|---|---|---|---|---|---|
JCR | SNIP | JCR | SNIP | JCR | SNIP | JCR | SNIP |
Baze podatkov, v katerih je revija indeksirana
Ime baze podatkov | Področje | Leto |
---|
Povezave do osebnih bibliografij avtorjev | Povezave do podatkov o raziskovalcih v sistemu SICRIS |
---|
Vir: Osebne bibliografije
in: SICRIS
To gradivo vam je dostopno v celotnem besedilu. Če kljub temu želite naročiti gradivo, kliknite gumb Nadaljuj.