مرکز منطقه ای اطلاع رساني علوم و فناوري - Economic and regulatory capital allocation for revolving retail exposures

Title of article :

Economic and regulatory capital allocation for revolving retail exposures

Author/Authors :

Roberto Perli، نويسنده , , William I. Nayda، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

789

To page :

809

Keywords :

Revolving retail exposures , Future margin income , Credit risk models , capital allocation

Journal title :

Journal of Banking and Finance

Serial Year :

2004

Journal title :

Journal of Banking and Finance

Record number :

193593

Link To Document :