Credit Portfolio Modelling, Marginal Risk Contributions, and Granularity Adjustment
Year of publication: |
2002-06-14
|
---|---|
Authors: | Rau-Bredow, Hans |
Publisher: |
Institut für Bank- und Kreditwirtschaft <Würzburg> |
Subject: | Kreditwesen | Bank | Portfolio | Ausfallrisiko | Kreditrisiko |
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