Approximating Capital Requirement Due to Name Credit Concentration Risk.- A Comparison of Two Methodologies, the Standardised Approach
(2014) FMS820 20141Mathematical Statistics
Please use this url to cite or link to this publication:
http://lup.lub.lu.se/student-papers/record/4461075
- author
- Lidberg, Pauline and Green, Christian
- supervisor
- organization
- course
- FMS820 20141
- year
- 2014
- type
- H2 - Master's Degree (Two Years)
- subject
- language
- English
- id
- 4461075
- date added to LUP
- 2014-06-09 08:20:13
- date last changed
- 2014-06-09 08:20:13
@misc{4461075,
author = {{Lidberg, Pauline and Green, Christian}},
language = {{eng}},
note = {{Student Paper}},
title = {{Approximating Capital Requirement Due to Name Credit Concentration Risk.- A Comparison of Two Methodologies, the Standardised Approach}},
year = {{2014}},
}