The ability of regulatory capital models to meet prudential objectives : a credit derivative perspective

Wong, Elizabeth, Fetherston, Thomas A. and Batten, Jonathan A. 2002, The ability of regulatory capital models to meet prudential objectives : a credit derivative perspective, in Financial risk and financial risk management, Elsevier Science, Oxford, England, pp.33-61.

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Title The ability of regulatory capital models to meet prudential objectives : a credit derivative perspective
Author(s) Wong, Elizabeth
Fetherston, Thomas A.
Batten, Jonathan A.
Title of book Financial risk and financial risk management
Editor(s) Batten, Jonathan A.
Fetherston, Thomas A.
Publication date 2002
Series Research in international business and finance ; v. 16
Chapter number 3
Total chapters 21
Start page 33
End page 61
Total pages 29
Publisher Elsevier Science
Place of Publication Oxford, England
ISBN 0762308583
9780762308583
Language eng
Field of Research 150201 Finance
HERDC Research category B1 Book chapter
Copyright notice ©2002, Elsevier Science Ltd.
Persistent URL http://hdl.handle.net/10536/DRO/DU:30000518

Document type: Book Chapter
Collection: School of Accounting, Economics and Finance
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