Fast approximation of loan portfolio loss
Jenny Bai; Heikki Seppälä; Ser-Huang Poon
| Year of publication: |
2014
|
|---|---|
| Authors: | Bai, Jenny ; Seppälä, Heikki ; Poon, Ser-Huang |
| Published in: |
Global credit review. - Singapore [u.a.] : World Scientific, ISSN 2010-4936, ZDB-ID 2688873-7. - Vol. 4.2014, p. 67-85
|
| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Kreditgeschäft | Bank lending | Verlust | Loss |
| 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/10010422179