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~isPartOf:"Journal of risk management in financial institutions"
~person:"Capponi, Agostino"
~person:"Fabozzi, Frank J."
~person:"Jarrow, Robert A."
~person:"Mayordomo, Sergio"
~subject:"Derivative"
~subject:"Kreditsicherung"
~subject:"Risk measure"
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Journal of risk management in financial institutions
The Frank J. Fabozzi series
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Journal of empirical finance
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A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
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