Allocation of economic capital in loan portfolios
Year of publication: |
2000
|
---|---|
Authors: | Overbeck, Ludger |
Published in: |
Measuring risk in complex stochastic systems. - New York : Springer, ISBN 0-387-98996-X. - 2000, p. 1-17
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Kreditgeschäft | Bank lending |
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