Analysis and comparision of credit risk methodologies
In 1993, the Bank for International Settlements (BIS) proposed a method by which financial market risk would be charged. The proposed methodology proved to be so unpopular that that it galvanized the trading community into trying to find a common measurement standard to measure market risk. In 1994,...
| Autors principals: | , |
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| Format: | Thesis |
| Idioma: | English |
| Publicat: |
2008
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| Accés en línia: | http://hdl.handle.net/10356/6748 |