2   Artículos

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en línea
Guilherme Fernandes Sanches,André Alves Portela Santos     Pág. 299 - 321
The goal of our paper is to contribute to the discussion about the most important aspects of the loss given default validation process, with special attention to the brazilian case, as the Central Bank of Brazil determines in Circular no 3.648/2013. The ... ver más
Revista: Revista Brasileira de Finanças    Formato: Electrónico

 
en línea
Riaan de Jongh, Tanja Verster, Elzabe Reynolds, Morne Joubert, Helgard Raubenheimer    
The Basel II accord (2006) includes guidelines to financial institutions for the estimation of regulatory capital (RC) for retail credit risk. Under the advanced Internal Ratings Based (IRB) approach, the formula suggested for calculating RC is based on ... ver más

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