A new framework for measuring the credit risk of a portfolio : "ExVaR" model
Nobuyuki Oda; Jun Muranaga
| Year of publication: |
1997
|
|---|---|
| Authors: | Oda, Nobuyuki ; Muranaga, Jun |
| Publisher: |
Tokyo : Inst. for Monetary and Economic Studies |
| Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Messung | Measurement |
| Extent: | 45 S graph. Darst |
|---|---|
| Series: | IMES discussion paper series / Englische Ausgabe. - Tokyo : Inst., ZDB-ID 1480668-X. - Vol. 97,1 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 44 - 45 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000625870