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Modelo interno de risco de crédito de Basiléia II: possíveis impactos no capital mínimo exigido dos bancos

Yanaka, Guilherme M.
2009-02-02

With the implementation of Basel II Accord in Brazil, the largest banks will be allowed to use the so-called IRB (Internal Ratings Based) model to compute the credit risk capital requirement. The aim of this thesis is to ...