The systemic risk implications of using credit ratings versus quantitative measures to limit bond portfolio risk
Year of publication: |
2020
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Authors: | Löffler, Gunter |
Published in: |
Journal of financial services research. - New York,NY : Springer Science + Business Media B.V., ISSN 1573-0735, ZDB-ID 2016889-5. - Vol. 58.2020, 1, p. 39-57
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Subject: | Ratings | Structural models of default risk | Systemic risk | Portfolio risk | Finanzdienstleistung | Financial services | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Kreditwürdigkeit | Credit rating | Systemrisiko |
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