CreditMetrics Methodology and Credit Value at Risk (Credit VaR)
Year of publication: |
[2021]
|
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Authors: | Malhotra, Yogesh |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Risikomaß | Risk measure | Kreditrisiko | Credit risk | VAR-Modell | VAR model | Risikomanagement | Risk management | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource (9 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 10, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3783490 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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