Measuring concentration risk for regulatory purposes
Year of publication: |
2010
|
---|---|
Authors: | Gürtler, Marc ; Hibbeln, Martin ; Vöhringer, Clemens |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 12.2009/10, 3, p. 69-104
|
Subject: | Kreditrisiko | Credit risk | Messung | Measurement | Portfolio-Management | Portfolio selection |
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