مرکز منطقه ای اطلاع رساني علوم و فناوري - Determination of the adequate capital for default protection under the one-factor Gaussian term structure model

Title of article :

Determination of the adequate capital for default protection under the one-factor Gaussian term structure model

Author/Authors :

Daisuke Nakazato، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2000

Pages :

From page :

329

To page :

352

Keywords :

Capital adequacy , Term-structure , Risk-management , credit

Journal title :

Journal of Banking and Finance

Serial Year :

2000

Journal title :

Journal of Banking and Finance

Record number :

193167

Link To Document :