A framework to measure integrated risk
Year of publication: |
2005
|
---|---|
Authors: | Medova, Elena ; Smith, Robert |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 5.2005, 1, p. 105-121
|
Publisher: |
Taylor & Francis Journals |
Subject: | Risk measurement | Market risk | Credit risk | Pre-settlement risk | Integrated risk | Structural credit models | Economic capital | Foreign exchange forward |
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