Analysis of the Ratings Based Approach and the Supervisory Formula Approach on Structured Credit Products in Basel II
Author(s)
Smith, Cameron
Type
Dissertation
Version
Imperial Users only
Date Issued
2008
Date Awarded
2008
Format Extent
293494 bytes
Creator
Smith, Cameron
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Risk Management & Financial Engineering