Derivative-based treatment of interest rate risk and credit risk for economic capital management
Year of publication: |
[2016]
|
---|---|
Authors: | Gubareva, Mariya |
Published in: |
Advances in applied business research : the L.A.B.S. initiative. - New York : Nova Publishers, ISBN 978-1-63484-926-5. - 2016, p. 103-126
|
Subject: | Kreditrisiko | Credit risk | Zinsrisiko | Interest rate risk | Risikomanagement | Risk management |
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