Evaluating the credit exposure of interest rate swap portfolios
Larry D. Wall and Kwun-Wing Fung
| Year of publication: |
1987 ; Rev
|
|---|---|
| Authors: | Wall, Larry D. ; Fung, Kwun-wing |
| Publisher: |
Atlanta |
| Subject: | Zins | Interest rate | Portfolio-Management | Portfolio selection | Swap | Kreditrisiko | Credit risk | USA | United States | Zinsderivat | Interest rate derivative |
| Extent: | 28, [6] Bl. : graph. Darst |
|---|---|
| Series: | Working paper series / Federal Reserve Bank of Atlanta. - Atlanta, Ga., ZDB-ID 2171118-5. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000825958