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Dimensions of Credit Risk and Their Relationship to Economic Capital Requirements

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NBER2000-03-01 更新2025-01-04 收录
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https://www.nber.org/papers/w7629
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Now in prospect is a major revision of international bank capital regulations that would embody recent advances in credit risk measurement and management. Previous regulations have been simpler in structure, with a primary goal of getting capital requirements right on average, and thus have largely
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美国国家经济研究局
创建时间:
2000-03-01
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