A new approach for an integrated credit and market risk measurement of interest rate swap portfolios
John Hatgioannides; George Petropoulos
| Year of publication: |
2009
|
|---|---|
| Authors: | Hatgioannides, John ; Petropoulos, George |
| Published in: |
Journal / The Capco Institute : journal of financial transformation. - Antwerp, ZDB-ID 2136813-2. - Vol. 25.2009, p. 107-112
|
| Subject: | Kreditrisiko | Credit risk | Marktrisiko | Market risk | Zinsderivat | Interest rate derivative | Swap | Portfolio-Management | Portfolio selection | Europa | Europe |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003905883