Browsing Bachelor Thesis - Mathematics by Author "Duy, Dinh Khanh"
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Exposure at default under basel II and III
Duy, Dinh Khanh (International University - HCMC, 2017)The main reason for the financial crisis 2008 in the worldwide banking systems was the ignorance of the counterparty credit risk (CCR). In response, the Basel Committee on Banking Supervision introduced a new credit ...