A new framework for measuring the credit risk of a portfolio : the "ExVaR" model
Nobuyuki Oda and Jun Muranaga
| Year of publication: |
1997
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|---|---|
| Authors: | Oda, Nobuyuki ; Muranaga, Jun |
| Published in: |
Monetary and economic studies. - Tokyo, ISSN 0288-8432, ZDB-ID 8784383. - Vol. 15.1997, 2, p. 27-62
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| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009934927