File:UnexpectLoss.jpg

Summary
Jeffry Liando, screenshot from own work, Adrew Yey, James Twaddle and Mike Frith. Basel II: A new capital framework. RBNZ Bulletin, Vol. 68, No. 3, September 2005, http://www.rbnz.govt.nz/research_and_publications/reserve_bank_bulletin/2005/2005sep68_3yehtwaddlefrith.pdf