A practical anatomy of incremental risk charge modeling
Marcus R. W. Martin; Helmut Lutz; Carsten S. Wehn
| Year of publication: |
2011
|
|---|---|
| Authors: | Martin, Marcus R. W. ; Lutz, Helmut ; Wehn, Carsten |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 5.2011, 2, p. 45-60
|
| Subject: | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Portfolio-Management | Portfolio selection | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009356817