Banks'regulatory capital requirement: pricing the credit risk of short-term loan commitments

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https://hal-rbs.archives-ouvertes.fr/hal-00605718
Contributor : Sandrine Palmer <>
Submitted on : Monday, July 4, 2011 - 10:50:09 AM
Last modification on : Friday, April 19, 2019 - 2:54:57 PM

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  • HAL Id : hal-00605718, version 1

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D. Dufresne, J.P Chateau. Banks'regulatory capital requirement: pricing the credit risk of short-term loan commitments. 2000. ⟨hal-00605718⟩

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