An assessment of the internal rating based approach in Basel II

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Varotto, S. orcid id iconORCID: https://orcid.org/0000-0001-5328-5327 (2008) An assessment of the internal rating based approach in Basel II. The Journal of Risk Model Validation, 2 (2). ISSN 1753-9579

Item Type Article
URI https://reading-clone.eprints-hosting.org/id/eprint/20462
Refereed Yes
Divisions Henley Business School > Finance and Accounting
Publisher Incisive Media
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Full text not archived in this repository.
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Please see our End User Agreement.

It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing.

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