Open AccessEconomic and Regulatory Capital Allocation for Revolving Retail Exposures
Author(s) -
Roberto Perli,
William I. Nayda
Publication year - 2003
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2003.39
Subject(s) - risk adjusted return on capital , capital requirement , basel ii , capital adequacy ratio , risk weighted asset , economic capital , economics , capital (architecture) , portfolio , basel iii , margin (machine learning) , earnings , basel i , asset (computer security) , operational risk , capital allocation line , actuarial science , financial capital , finance , microeconomics , risk management , capital formation , computer science , profit (economics) , computer security , archaeology , machine learning , incentive , history