Coping with Credit Risk.

In this paper we develop a method for coping with credit risk by decomposing this risk into idiosyncratic and Systemic Composents that may be treated separately.

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Year of publication:	2001
Authors:	Louberge, H. ; Schlesinger, H.
Institutions:	Economics Department, University of Manitoba
Subject:	CREDIT \| RISK

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Series:	Manitoba - Department of Economics.
Type of publication:	Book / Working Paper
Notes:	25 pages
Classification:	G21 - Banks; Other Depository Institutions; Mortgages ; G24 - Investment Banking; Venture Capital; Brokerage
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005776629