Wrong-way-risk in tails
Janis Müller, Peter N. Posch
| Year of publication: |
July 2018
|
|---|---|
| Authors: | Müller, Janis ; Posch, Peter N. |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 19.2018, 4, p. 205-215
|
| Subject: | Counterparty credit risk | Wrong-way-risk | Expected shortfall | Financial crisis | CVA | Finanzdienstleistung | Financial services | Kreditrisiko | Credit risk | Finanzkrise | Risikomanagement | Risk management | Risikomaß | Risk measure | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-018-0076-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011891164