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institution:"International Association of Insurance Supervisors"
type_genre:"Graue Literatur"
~accessRights:"free"
~institution:"International Center for Financial Asset Management and Engineering"
~subject:"Credit risk"
~subject:"Sensitivity analysis"
~type_genre:"Working Paper"
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Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
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