On the Basel Accord's inverse relationship between default probability and asset correlation : an empirical study
Oliver Blümke
| Year of publication: |
2015
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|---|---|
| Authors: | Blümke, Oliver |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 25.2015, 2, p. 38-47
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| Subject: | Basler Akkord | Basel Accord | Kreditrisiko | Credit risk | Korrelation | Correlation | Risikomaß | Risk measure | Wahrscheinlichkeitsrechnung | Probability theory |
| 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/10011399847