Modelling correlations in credit portfolio risk
Year of publication: |
2009
|
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Authors: | Rosenow, Bernd ; Weißbach, Rafael |
Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 3.2009/10, 1, p. 16-30
|
Subject: | Bank | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Korrelation | Correlation | Schätztheorie | Estimation theory | Insolvenz | Insolvency | Deutschland | Germany |
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