Credit Risk Capital Estimation Under IRB Approach for Banks in India-Reference-Cited by-同舟云学术

Credit Risk Capital Estimation Under IRB Approach for Banks in India

Published:2017-02-21 Issue:2 Volume:16 Page:475-500
ISSN:0971-1554
Container-title:Journal of Quantitative Economics
language:en
Short-container-title:J. Quant. Econ.

Author:

Bajaj Richa Verma

Publisher

Springer Science and Business Media LLC

Subject

Economics, Econometrics and Finance (miscellaneous),Economics and Econometrics,Development,Business and International Management

Link

http://link.springer.com/article/10.1007/s40953-017-0082-7/fulltext.html

Reference33 articles.

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2. Araten, Michel, Michel Jacobs Jr., and Peeyush Varshney. 2004. Measuring LGD on Commercial Loans: An 18-Year Internal Study. The RMA Journal 86: 96–103.

3. Bajaj, Richa Verma. 2010. Default and Transition Analysis of Corporate Debt Rating. Abhigyan XXVIII (3): 38–47.

4. Bajaj, Richa Verma. 2010. Default Correlation Estimates for Indian Corporate, Paradigm. The Research Journal of Institute of Management Technology XIV (1): 42–52.

5. Bangia, A., F. X. Diebold and T. Schuermann. 2000. Ratings Migration and the Business Cycle, with Applications to Credit Portfolio Stress Testing, Wharton Financial Institutions Center working paper, No. 26, April.

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