A value at risk calculation of required reserves for credit risk in corporate lending portfolios
By: by Dr. Ronan O'Connor, James Golden & Robert Reck.
Contributors: Golden, James F.; Reck, Robert.; University College Dublin. Department of Banking and Finance.
Series: Working papers B/F -- no.97-4
Publisher: University College Dublin, Department of Banking and Finance
Published: 1997
Place of publication: Dublin
Language: eng
Number of pages: 30
Notes: Includes bibliography (p29-30).