Interaction of market and credit risk : an analysis of inter-risk correlation and risk aggregation
Year of publication: |
2009
|
---|---|
Authors: | Böcker, Klaus ; Hillebrand, Martin |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 11.2008/09, 4, p. 3-29
|
Subject: | Marktrisiko | Market risk | Kreditrisiko | Credit risk | Korrelation | Correlation | Multivariate Verteilung | Multivariate distribution |
-
Interaction of Market and Credit Risk : An Analysis of Inter-Risk Correlation and Risk Aggregation
Böcker, Klaus, (2016)
-
Dependency modeling and value-at-risk forecasts for financial portfolios
Berger, Theo, (2013)
-
Alternativen der Risikosteuerung von Banken in Zeiten der Finanzkrise
Schmidt, Daniel, (2011)
- More ...
-
Interaction of market and credit risk: an analysis of inter-risk correlation and risk aggregation
Hillebrand, Martin, (2008)
-
Interaction of market and credit risk:an analysis of inter-risk correlationand risk aggregation
Böcker, Klaus, (2008)
-
Interaction of market and credit risk:an analysis of inter-risk correlation and risk aggregation
Böcker, Klaus, (2008)
- More ...