Parsimonious exposure-at-default modeling for unfunded loan commitments
Year of publication: |
2012
|
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Authors: | Bag, Pinaki ; Jacobs, Michael <Jr.> |
Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 13.2012, 1, p. 77-94
|
Subject: | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Theorie | Theory |
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