IRC and CRM: Modelling Framework for the "Basel 2.5" Risk Measures
2013 ◽
Vol 19
(4)
◽
pp. 801-829
◽
2014 ◽
Vol 31
(3)
◽
pp. 42-50
◽
2015 ◽
Vol 9
(1)
◽
pp. 21-31
◽
2008 ◽
Vol 11
(4)
◽
pp. 1-31
◽