A simplified method for calculating the credit risk of lending portfolios
Year of publication: |
2000
|
---|---|
Authors: | Ieda, Akira ; Marumo, Kouhei ; Yoshiba, Toshinao |
Published in: |
Monetary and economic studies. - Tokyo : [Verlag nicht ermittelbar], ISSN 0288-8432, ZDB-ID 878438-3. - Vol. 18.2000, 2, p. 49-82
|
Subject: | Kreditrisiko | Credit risk | Kreditgeschäft | Bank lending | Verlust | Loss | Simulation | Theorie | Theory | Risikomaß | Risk measure |
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