A multi-factor approach for systematic default and recovery risk
Daniel Rösch and Harald Scheule
| Year of publication: |
2006
|
|---|---|
| Authors: | Rösch, Daniel ; Scheule, Harald |
| Published in: |
The Basel II risk parameters : estimation, validation, and stress testing : with 58 tables. - Berlin : Springer, ISBN 3-540-33085-2. - 2006, p. 105-125
|
| Subject: | Theorie | Theory | Insolvenz | Insolvency | Kreditrisiko | Credit risk | CAPM | Risiko | Risk |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003376028