Credit risk measurement using VaR methodology
Katarina Valaskova, Anna Siekelova, and Ivana Weissova
| Year of publication: |
[2017]
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|---|---|
| Authors: | Valaskova, Katarina ; Siekelova, Anna ; Weissova, Ivana |
| Published in: |
Advances in applied economic research : proceedings of the 2016 International Conference on Applied Economics (ICOAE). - Cham : Springer, ISBN 3-319-48453-2. - 2017, p. 289-302
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| Subject: | Kreditrisiko | Credit risk | Risikomaß | Risk measure | Kapitalmarktrendite | Capital market returns | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-319-48454-9_21 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011744130