Edited by Kern Alexander and Rahul Dhumale
Chapter 5: Considerations on Developing and Validating Expected Loss (EL) Methodologies
5 Considerations on developing and validating Expected Loss (EL) methodologies Gianluca Riccio1, 2 Editors’ abstract: Gianluca Riccio analyses the Basel Accords’ (Basel II and III) expected loss measurement approach for credit and market risk. Bas...
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