Estimating the distribution of total default losses on the Spanish financial system
Rubén García-Céspedes; Manuel Moreno
| Year of publication: |
2014
|
|---|---|
| Authors: | García-Céspedes, Rubén ; Moreno, Manuel |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 49.2014, p. 242-261
|
| Subject: | Monte Carlo | Importance sampling | Credit risk | Risk allocation | VaR | Expected shortfall | Kreditrisiko | Risikomaß | Risk measure | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Spanien | Spain | Risikomanagement | Risk management | Stichprobenerhebung | Sampling | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010508036