Economic and regulatory capital allocation for revolving retail exposures

B-Tier

Journal: Journal of Banking & Finance

Year: 2004

Volume: 28

Issue: 4

Pages: 789-809

Authors (2)

Perli, Roberto (Federal Reserve Bank of New Yo...) Nayda, William I. (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count