The Two Defaults Scenario for Stressing Credit Portfolio Loss Distributions
Year of publication: |
2016
|
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Authors: | Tasche, Dirk |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Kreditrisiko | Credit risk | Theorie | Theory | Portfolio-Management | Portfolio selection | Insolvenz | Insolvency | Finanzdienstleistung | Financial services | Szenariotechnik | Scenario analysis |
Extent: | 1 Online-Ressource (20 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Risk and Financial Management 9(1), 1-18, 2016 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 27, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2684801 [DOI] |
Classification: | G11 - Portfolio Choice ; C11 - Bayesian Analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
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