Fast approximation methods for credit portfolio risk calculations
Kevin Jakob, Johannes Churt, Matthias Fischer, Kim Nolte, Yarema Okhrin, Dirk Sondermann, Stefan Wilke, Thomas Worbs
| Year of publication: |
2023
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|---|---|
| Authors: | Jakob, Kevin ; Churt, Johannes ; Fischer, Matthias ; Nolte, Kim ; Okhrin, Yarema ; Sondermann, Dirk ; Wilke, Stefan ; Worbs, Thomas |
| Published in: |
Digital finance : smart data analytics, investment innovation, and financial technology. - [Cham] : Springer Nature Switzerland AG, ISSN 2524-6186, ZDB-ID 2947479-6. - Vol. 5.2023, 3/4, p. 689-716
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| Subject: | AI | Approximation | Credit portfolio model | Credit risk | Kreditrisiko | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s42521-023-00097-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014451940