Minimizing Basel III Capital Requirements with Unconditional Coverage Constraint

Publisher: John Wiley & Sons Inc

E-ISSN: 1099-1174|22|4|263-281

ISSN: 1055-615x

Source: INTELLIGENT SYSTEMS IN ACCOUNTING, FINANCE AND MANAGEMENT, Vol.22, Iss.4, 2015-10, pp. : 263-281

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Abstract