Internal models, subordinated debt, and regulatory capital requirements for bank credit risk /

Bibliographic Details
Main Author: Kupiec, Paul
Format: eBook
Language:English
Published: Washington, D.C. : International Monetary Fund, 2002
Series:IMF working paper ; no. 02/157
Subjects:
Online Access:http://www.imf.org/external/pubs/ft/wp/2002/wp02157.pdf
Description
Physical Description:30 p.
Bibliography:Bibliografía: p. 26-29.