Empirical estimation of default and asset correlation of large corporates and banks in India
Year of publication: |
2012
|
---|---|
Authors: | Bandyopadhyay, Arindam ; Ganguly, Sonali |
Published in: |
The Journal of Risk Finance. - Emerald Group Publishing Limited, ISSN 2331-2947, ZDB-ID 2048922-5. - Vol. 14.2012, 1, p. 87-99
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Banks | Portfolio investment | Correlation analysis | Risk management | Default correlation | Asset correlation | Credit portfolio risk | India |
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