Credit Risk Quantitative Evaluation in the Basel II Perspective
The element of absolute novelty brought about by the « Basel II » agreement consists in the multiple approaches that can be used by banks when calculating the capital requirements for loan and operational risk. By implementing the solutions offered by “Basel II”, the Romanian loan-supplying institut...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
General Association of Economists from Romania
2006-07-01
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| Series: | Theoretical and Applied Economics |
| Subjects: | |
| Online Access: | http://www.ectap.ro/articole/93.pdf |