Auswirkungen unterschiedlicher Assetkorrelationen in Mehr-Sektoren-Kreditportfoliomodellen
Year of publication: |
2005
|
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Authors: | Hamerle, Alfred ; Knapp, Michael ; Wildenauer, Nicole |
Institutions: | Wirtschaftswissenschaftliche Fakultät, Universität Regensburg |
Subject: | Ausfallwahrscheinlichkeit | Kreditrisiko | Probability of Default | PD | Assetkorrelation | Ausfallkorrelation | Kreditrisikomanagement | asset correlation | default correlation | credit risk | credit risk management |
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