Title of article
Determination of the adequate capital for default protection under the one-factor Gaussian term structure model
Author/Authors
Daisuke Nakazato، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
24
From page
329
To page
352
Keywords
Capital adequacy , Term-structure , Risk-management , credit
Journal title
Journal of Banking and Finance
Serial Year
2000
Journal title
Journal of Banking and Finance
Record number
193167
Link To Document