How to measure single-name credit risk concentrations
Year of publication: |
2010
|
---|---|
Authors: | Uberti, Pierpaolo ; Figini, Silvia |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 202.2010, 1 (1.4.), p. 232-238
|
Subject: | Kreditrisiko | Credit risk | Theorie | Theory | Messung | Measurement | Unternehmenskonzentration | Market concentration |
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