Internal Models, Subordinated Debt, and Regulatory Capital Requirements for Bank Credit Risk:
Shortcomings make credit VaR estimates an unsuitable basis for setting bank regulatory capital requirements. If, alternatively, banks are required to issue subordinated debt that has a minimum market value and maximum acceptable probability of default, banks must set their equity capital in a manner...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Washington, D.C
International Monetary Fund
2002
|
| Schriftenreihe: | IMF Working Papers
Working Paper No. 02/157 |
| Online-Zugang: | UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext |
| Zusammenfassung: | Shortcomings make credit VaR estimates an unsuitable basis for setting bank regulatory capital requirements. If, alternatively, banks are required to issue subordinated debt that has a minimum market value and maximum acceptable probability of default, banks must set their equity capital in a manner that limits both the probability of bank default and the expected loss on insured deposits, largely removing any safety net-related funding cost subsidy and the moral hazard incentives it creates. Required equity capital can be estimated using a modified credit-VaR framework, and supervisors can use external credit ratings to indirectly verify the accuracy of bank internal model estimates |
| Beschreibung: | 1 Online-Ressource (30 p) |
| ISBN: | 1451857500 9781451857504 |
Internformat
MARC
| LEADER | 00000nmm a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV048347107 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 220713s2002 |||| o||u| ||||||eng d | ||
| 020 | |a 1451857500 |c 15.00 USD |9 1-451-85750-0 | ||
| 020 | |a 9781451857504 |c 15.00 USD |9 978-1-451-85750-4 | ||
| 035 | |a (ZDB-1-IMF)845868314 | ||
| 035 | |a (OCoLC)1337139829 | ||
| 035 | |a (DE-599)BVBBV048347107 | ||
| 040 | |a DE-604 |b ger | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-20 |a DE-824 |a DE-70 |a DE-155 |a DE-29 |a DE-22 |a DE-473 |a DE-1102 |a DE-703 |a DE-859 |a DE-706 |a DE-384 |a DE-860 |a DE-19 |a DE-739 |a DE-355 |a DE-Aug4 |a DE-1049 |a DE-12 |a DE-91 | ||
| 100 | 1 | |a Kupiec, Paul H. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Internal Models, Subordinated Debt, and Regulatory Capital Requirements for Bank Credit Risk |c Kupiec, Paul H |
| 264 | 1 | |a Washington, D.C |b International Monetary Fund |c 2002 | |
| 300 | |a 1 Online-Ressource (30 p) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a IMF Working Papers |v Working Paper No. 02/157 | |
| 520 | 3 | |a Shortcomings make credit VaR estimates an unsuitable basis for setting bank regulatory capital requirements. If, alternatively, banks are required to issue subordinated debt that has a minimum market value and maximum acceptable probability of default, banks must set their equity capital in a manner that limits both the probability of bank default and the expected loss on insured deposits, largely removing any safety net-related funding cost subsidy and the moral hazard incentives it creates. Required equity capital can be estimated using a modified credit-VaR framework, and supervisors can use external credit ratings to indirectly verify the accuracy of bank internal model estimates | |
| 533 | |a Online-Ausg | ||
| 856 | 4 | 0 | |u http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-1-IMF | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-033726374 | ||
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml |l UBW01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml |l UEI01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml |l LCO01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml |l SBR01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml |l UER01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml |l SBG01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml |l UBG01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml |l FAN01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml |l UBT01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml |l FKE01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml |l UBY01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml |l UBA01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml |l FLA01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml |l UBM01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml |l UPA01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml |l UBR01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml |l FHA01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml |l FNU01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml |l BSB01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml |l TUM01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804184197649137664 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | Kupiec, Paul H. |
| author_facet | Kupiec, Paul H. |
| author_role | aut |
| author_sort | Kupiec, Paul H. |
| author_variant | p h k ph phk |
| building | Verbundindex |
| bvnumber | BV048347107 |
| collection | ZDB-1-IMF |
| ctrlnum | (ZDB-1-IMF)845868314 (OCoLC)1337139829 (DE-599)BVBBV048347107 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>05075nmm a2200577 cb4500</leader><controlfield tag="001">BV048347107</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">220713s2002 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1451857500</subfield><subfield code="c">15.00 USD</subfield><subfield code="9">1-451-85750-0</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781451857504</subfield><subfield code="c">15.00 USD</subfield><subfield code="9">978-1-451-85750-4</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-1-IMF)845868314</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1337139829</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV048347107</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-20</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-70</subfield><subfield code="a">DE-155</subfield><subfield code="a">DE-29</subfield><subfield code="a">DE-22</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-1102</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-859</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-860</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-Aug4</subfield><subfield code="a">DE-1049</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-91</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Kupiec, Paul H.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Internal Models, Subordinated Debt, and Regulatory Capital Requirements for Bank Credit Risk</subfield><subfield code="c">Kupiec, Paul H</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Washington, D.C</subfield><subfield code="b">International Monetary Fund</subfield><subfield code="c">2002</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (30 p)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">IMF Working Papers</subfield><subfield code="v">Working Paper No. 02/157</subfield></datafield><datafield tag="520" ind1="3" ind2=" "><subfield code="a">Shortcomings make credit VaR estimates an unsuitable basis for setting bank regulatory capital requirements. If, alternatively, banks are required to issue subordinated debt that has a minimum market value and maximum acceptable probability of default, banks must set their equity capital in a manner that limits both the probability of bank default and the expected loss on insured deposits, largely removing any safety net-related funding cost subsidy and the moral hazard incentives it creates. Required equity capital can be estimated using a modified credit-VaR framework, and supervisors can use external credit ratings to indirectly verify the accuracy of bank internal model estimates</subfield></datafield><datafield tag="533" ind1=" " ind2=" "><subfield code="a">Online-Ausg</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-1-IMF</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-033726374</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml</subfield><subfield code="l">UBW01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml</subfield><subfield code="l">UEI01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml</subfield><subfield code="l">LCO01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml</subfield><subfield code="l">SBR01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml</subfield><subfield code="l">UER01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml</subfield><subfield code="l">SBG01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml</subfield><subfield code="l">FAN01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml</subfield><subfield code="l">UBT01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml</subfield><subfield code="l">FKE01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml</subfield><subfield code="l">UBY01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml</subfield><subfield code="l">UBA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml</subfield><subfield code="l">FLA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml</subfield><subfield code="l">UBM01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml</subfield><subfield code="l">UPA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml</subfield><subfield code="l">UBR01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml</subfield><subfield code="l">FHA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml</subfield><subfield code="l">FNU01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml</subfield><subfield code="l">BSB01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml</subfield><subfield code="l">TUM01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV048347107 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T20:13:23Z |
| indexdate | 2024-07-10T09:35:31Z |
| institution | BVB |
| isbn | 1451857500 9781451857504 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-033726374 |
| oclc_num | 1337139829 |
| open_access_boolean | |
| owner | DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM |
| owner_facet | DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM |
| physical | 1 Online-Ressource (30 p) |
| psigel | ZDB-1-IMF |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | International Monetary Fund |
| record_format | marc |
| series2 | IMF Working Papers |
| spelling | Kupiec, Paul H. Verfasser aut Internal Models, Subordinated Debt, and Regulatory Capital Requirements for Bank Credit Risk Kupiec, Paul H Washington, D.C International Monetary Fund 2002 1 Online-Ressource (30 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 02/157 Shortcomings make credit VaR estimates an unsuitable basis for setting bank regulatory capital requirements. If, alternatively, banks are required to issue subordinated debt that has a minimum market value and maximum acceptable probability of default, banks must set their equity capital in a manner that limits both the probability of bank default and the expected loss on insured deposits, largely removing any safety net-related funding cost subsidy and the moral hazard incentives it creates. Required equity capital can be estimated using a modified credit-VaR framework, and supervisors can use external credit ratings to indirectly verify the accuracy of bank internal model estimates Online-Ausg http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Kupiec, Paul H. Internal Models, Subordinated Debt, and Regulatory Capital Requirements for Bank Credit Risk |
| title | Internal Models, Subordinated Debt, and Regulatory Capital Requirements for Bank Credit Risk |
| title_auth | Internal Models, Subordinated Debt, and Regulatory Capital Requirements for Bank Credit Risk |
| title_exact_search | Internal Models, Subordinated Debt, and Regulatory Capital Requirements for Bank Credit Risk |
| title_exact_search_txtP | Internal Models, Subordinated Debt, and Regulatory Capital Requirements for Bank Credit Risk |
| title_full | Internal Models, Subordinated Debt, and Regulatory Capital Requirements for Bank Credit Risk Kupiec, Paul H |
| title_fullStr | Internal Models, Subordinated Debt, and Regulatory Capital Requirements for Bank Credit Risk Kupiec, Paul H |
| title_full_unstemmed | Internal Models, Subordinated Debt, and Regulatory Capital Requirements for Bank Credit Risk Kupiec, Paul H |
| title_short | Internal Models, Subordinated Debt, and Regulatory Capital Requirements for Bank Credit Risk |
| title_sort | internal models subordinated debt and regulatory capital requirements for bank credit risk |
| url | http://elibrary.imf.org/view/IMF001/03656-9781451857504/03656-9781451857504/03656-9781451857504.xml |
| work_keys_str_mv | AT kupiecpaulh internalmodelssubordinateddebtandregulatorycapitalrequirementsforbankcreditrisk |