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Approximating Capital Requirement Due to Name Credit Concentration Risk.- A Comparison of Two Methodologies, the Standardised Approach

Lidberg, Pauline and Green, Christian (2014) In Master's Theses in Mathematical Sciences FMS820 20141
Mathematical Statistics
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author
Lidberg, Pauline and Green, Christian
supervisor
organization
course
FMS820 20141
year
type
H2 - Master's Degree (Two Years)
subject
publication/series
Master's Theses in Mathematical Sciences
report number
LUTFMS-3251-2014
ISSN
1404-6342
other publication id
2014:E31
language
English
id
4461075
date added to LUP
2014-06-09 08:20:13
date last changed
2024-10-14 14:55:41
@misc{4461075,
  author       = {{Lidberg, Pauline and Green, Christian}},
  issn         = {{1404-6342}},
  language     = {{eng}},
  note         = {{Student Paper}},
  series       = {{Master's Theses in Mathematical Sciences}},
  title        = {{Approximating Capital Requirement Due to Name Credit Concentration Risk.- A Comparison of Two Methodologies, the Standardised Approach}},
  year         = {{2014}},
}