Credit Bu VaR : asymmetric spread VaR with default
Year of publication: |
2011
|
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Authors: | Wong, Max |
Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 5.2011/12, 1, p. 86-95
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Subject: | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Risikomaß | Risk measure | Rentenmarkt | Bond market | Kreditderivat | Credit derivative | Welt | World |
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