Index
A
Advanced internal ratings based (AIRB) approach, 420–423
of calibrated correlation function, 418
of capital calculations, 425
Affiliate underwritings, 179
Agenor, J.-P., 300
Akaike’s information criterion (AIC), 339
Aghion, P., 34
Ahn, H., 77
Aintablian, S., 514n
AIRB approach See Advanced internal ratings based approach
Aitken, M., 74
Aizenman, J., 300
Akerlof, G., 18
Akhavein, ...
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