Regulatory impacts on credit portfolio management
Year of publication: |
2003
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Authors: | Theiler, Ursula ; Bugera, Vladimir ; Revenko, Alla ; Uryasev, Stanislav |
Published in: |
Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables. - Berlin : Springer, ISBN 3-540-00387-8. - 2003, p. 335-340
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Subject: | RORAC | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Rentabilität | Profitability | Mathematische Optimierung | Mathematical programming | Basler Akkord | Basel Accord | Theorie | Theory |
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