Credit portfolio models in the presence of forward-looking stress events
Alexander Denev
| Year of publication: |
2013
|
|---|---|
| Authors: | Denev, Alexander |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 7.2013, 1, p. 83-121
|
| Subject: | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Bayes-Statistik | Bayesian inference | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| 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/10009770132