Conference Paper
Credit VAR and risk-bucket capital rules: a reconciliation
Keywords: Risk management; Bank capital; Credit;
Status: Published in Conference on Bank Structure and Competition (2000 : 36th) ; The changing financial industry structure and regulation : bridging states, countries, and industries
Authors
Bibliographic Information
Provider: Federal Reserve Bank of Chicago
Part of Series: Proceedings
Publication Date: 2000
Number: 685
Pages: 406-417