Loubergé, Henri; Schlesinger, Harris - 2001
Credit Risk", in Journal of Risk Finance, vol.6,
n°2, 2005, pp.118-134.
Abstract:
We consider a pool of bank loans subject … institutions. Banks have supported the credit risk attached to
bank loans and forward contracts. Credit insurance companies have … financial institution that has a pool of contracts exposed to a credit risk. To
be more concrete, we refer to a bank with a …