A New Framework for Measuring the Credit Risk of a Portfolio: The "ExVaR" Model
Year of publication: |
1997
|
---|---|
Authors: | Oda, Nobuyuki ; Muranaga, Jun |
Published in: |
Monetary and Economic Studies. - Institute for Monetary and Economic Studies. - Vol. 15.1997, 2, p. 27-62
|
Publisher: |
Institute for Monetary and Economic Studies |
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