Insurances & Business

News Economy Business Investment Banks Credits

Fitch Ratings: Evaluating Basel II Asset Correlations Empirically (Business Wire)

NEW YORK & LONDON—-A new report by Fitch demystifies the Basel II treatment of asset correlation and provides original empirical analysis of the correlation values assumed under the internal-ratings based approach across a range of asset classes.

Leave a Reply »»

Similar/Related/News: