Banks'regulatory capital requirement: pricing the credit risk of short-term loan commitments - Archive ouverte HAL
Rapport Année : 2000

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

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Dates et versions

hal-00605718 , version 1 (04-07-2011)

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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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