Integration of credit risk with market risk in asset liability management
Year of publication: |
1995
|
---|---|
Authors: | Okada, Shumpei ; Harada, Eiji ; Tsunoda, Fumihiko |
Published in: |
Proceedings. - Federal Reserve Board (Board of Governors of the Federal Reserve System). - 1995, p. 59-89
|
Publisher: |
Federal Reserve Board (Board of Governors of the Federal Reserve System) |
Subject: | Risk management | Econometric models |
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