. "On Deficiencies and Possible Improvements of the Basel II Unexpected Loss Single-Factor Model" . "276688" . "3" . "On Deficiencies and Possible Improvements of the Basel II Unexpected Loss Single-Factor Model" . . "60" . "0015-1920" . . . "P(GA402/06/0890), P(GA402/09/0732)" . "On Deficiencies and Possible Improvements of the Basel II Unexpected Loss Single-Factor Model"@en . . "Main topics of the document: credit risk; correlation; recovery rate; regulatory capital; Basel II"@en . . "CZ - \u010Cesk\u00E1 republika" . . . . "Czech Journal of Economics and Finance" . . "[281A95CAA475]" . . "17"^^ . "Main topics of the document: credit risk; correlation; recovery rate; regulatory capital; Basel II" . . . "On Deficiencies and Possible Improvements of the Basel II Unexpected Loss Single-Factor Model"@en . "credit risk; correlation; recovery rate; regulatory capital; Basel II"@en . . "RIV/61384399:31110/10:00034526!RIV11-GA0-31110___" . . "1"^^ . "Witzany, Ji\u0159\u00ED" . . . "31110" . "1"^^ . . "RIV/61384399:31110/10:00034526" .