David M. Wright

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

1

DOWNLOADS

389

CITATIONS

1

Scholarly Papers (1)

1.

Using Credit Risk Models for Regulatory Capital: Issues and Options

Economic Policy Review, Vol. 7, No. 1, March 2001
Number of pages: 18 Posted: 10 Nov 2005
Federal Reserve Bank of New York - Banking Studies Department, Government of the United States of America - Office of the Comptroller of the Currency (OCC), affiliation not provided to SSRN, Federal Reserve Banks - Federal Reserve Bank of New York and Board of Governors of the Federal Reserve System
Downloads 389 (74,672)

Abstract:

Loading...

credit risk models, risk-based capital, bank capital, capital requirements, capital regulation, credit risk