Irmhild Kuehn

University of Muenster - Finance Center

Universitätsstr. 14-16

48143 Münster

Germany

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Scholarly Papers (1)

1.

The Impact of White Noise in PD Estimations on Banks' Capital Requirements According to Basel II

Number of pages: 47 Posted: 01 Mar 2007
Irmhild Kuehn and Andreas Pfingsten
University of Muenster - Finance Center and University of Münster - Finance Center Münster
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Abstract:

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Banking Supervision, Basel II, IRB Approach, Capital Requirements, Estimation Errors