A stress test to incorporate correlation breakdown
Year of publication: |
2003
|
---|---|
Authors: | Kim, Jongwoo ; Finger, Christopher C. |
Published in: |
Frontiers in credit risk : concepts and techniques for applied credit risk measurement. - Singapore [u.a.] : Wiley (Asia), ISBN 0-471-47906-3. - 2003, p. 119-135
|
Subject: | Theorie | Theory | Korrelation | Correlation | Stresstest | Stress test |
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