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February 25, 2018
 

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Subject/Keyword: internal models

 
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1. Title: Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives
  Author/Editor: Kupiec, Paul H.
  Published: July 01, 2002
  Subject(s): Bank supervision | Credit | Credit controls | Economic models
  Author's Keyword(s): Regulatory capital requirements | credit risk | credit VaR | internal models
 

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