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1. Risk Management ModuleD CapitalManagement & Profit planning By S.G.Savadatti [email_address] 2. BalanceSheetAdvances Investments…

Economy & Finance An analysis of credit risk with risky collateral a methodology for haircut determination

1. An Analysis of Credit RiskWith Risky Collateral: A Methodology for Haircut Determination Didier Cossin¤ & Tomas Hricko¤¤ March 2001 Comments Welcome ¤ HEC, University…

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The Journal of Risk Finance Calibrating asset correlation for Indian corporate exposures: Implications for regulatory capital Arindam Bandyopadhyay Tasneem Chherawala Asish…