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Artículo
Internal models (IRB) in Basel II: an approach to determining the probability of default
(2010)
The New Accord of Basel, known as Basel II, opens the way for and encourages the implementation of credit entities' own models for measuring their financial risks. In this paper, we focus on the internal models for the ...
Ponencia
The probability of default in internal ratings based (IRB) models in Basel II: an application of the rough sets methodology
(ESIC, 2009)
El nuevo Acuerdo de Capital de junio de 2004 (Basilea II) da cabida e incentiva la implantación de modelos propios para la medición de los riesgos financieros en las entidades de crédito. En el trabajo que presentamos ...