Journal Article
Capital allocation and bank management based on the quantification of credit risk
Kawai, Hiroshi; Nishiguchi, Kenji; Sazaki, Takanori (1998-10)
This paper was presented at the conference "Financial services at the crossroads: capital regulation in the twenty-first century" as part of session 2, "Credit risk modeling." The conference, held at the Federal Reserve Bank of New York on February 26-27, 1998, was designed to encourage a consensus between the public and private sectors on an agenda for capital regulation in the new century.
Economic Policy Review , Volume 4 , Issue Oct , Pages 83-94