Measuring Value-at-Risk in Project Finance Transactions-Reference-Cited by-同舟云学术

Measuring Value-at-Risk in Project Finance Transactions

Published:2007-01 Issue:1 Volume:13 Page:135-158
ISSN:1354-7798
Container-title:European Financial Management
language:en
Short-container-title:Eur Financial Management

Author:

Gatti Stefano,Rigamonti Alvaro,Saita Francesco,Senati Mauro

Publisher

Wiley

Subject

General Economics, Econometrics and Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-036X.2006.00288.x/fullpdf

Reference34 articles.

1. E. I. Altman, A. Resti, and A. Sironi , 'The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios ', (Bank for International Settlement, July2002 ).

2. Basel Committee on Banking Supervision , 'Working Paper on the Internal Ratings-Based Approach to Specialised Lending Exposures ' (Basel: Bank for International Settlements, 2001 ).

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