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CHAPTER 13 Basel II: A Case for Recalibration
Paul H. Kupiec
2. A Review of the AIRB Capital Framework
3. The AIRB and Financial Stability
4. Establishing a Sound Benchmark for Risk Measurement Practices
The views expressed are those of the author and do not reflect the views of the FDIC. I am grateful to Rosalind Bennett, Steve Burton, Sanjiv Das, Lee ...