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Q4900871 - MaRDI portal

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scientific article; zbMATH DE number 6129332
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scientific article; zbMATH DE number 6129332

    Statements

    author
    Si Chen
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    Qunfang Bao
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    Sheng-Hong Li
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    publication date
    24 January 2013
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    zbMATH Keywords
    joint loan and guarantee
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    BASEL accord
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    expected loss
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    unexpected loss
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    granularity adjustment
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    Identifiers

    Mathematics Subject Classification ID
    91B24
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    91B30
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    91G40
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    zbMATH DE Number
    6129332
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