Capital Allocation and Bank Management Based on the Quantification of Credit Risk
Kawai, Hiroshi , Nishiguchi, Kenji and Sazaki, Takanori. "Capital Allocation and Bank Management Based on the Quantification of Credit Risk," in Federal Reserve Bank of New York. Research and Statistics Group. "Volume 4, Number 3 : Financial Services at the Crossroads: Capital Regulation in the Twenty-First Century," Economic Policy Review (Federal Reserve Bank of New York) (October 1998) : 71-82. https://fraser.stlouisfed.org/title/1170/item/628070/toc/635688 , accessed on May 6, 2024.