Incorporating prediction and estimation risk in point-in-time credit portfolio models
Alfred Hamerle; Michael Knapp; Thilo Liebig; Nicole Wildenauer
| Year of publication: |
2005
|
|---|---|
| Authors: | Hamerle, Alfred ; Knapp, Michael ; Liebig, Thilo ; Wildenauer, Nicole |
| Publisher: |
Frankfurt am Main : Deutsche Bundesbank |
| Subject: | Kreditgeschäft | Portfoliomanagement | Prognose | Schätzung | Risiko |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 34 S. graph. Darst. b |
|---|---|
| Series: | Discussion paper / 2 / Deutsche Bundesbank ; Eurosystem. - Frankfurt, M. : Dt. Bundesbank, Press and Public Relations Div., ZDB-ID 2233162-1. |
| Type of publication: | Book / Working Paper |
| Language: | English ; German |
| Notes: | Literaturverz. S. 23 - 24 Zsfassungen in dt. und engl. Sprache |
| ISBN: | 3-86558-101-3 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003313001