Portfolio sensitivity model for analyzing credit risk caused by structural and macroeconomic changes
Goran Klepac
| Year of publication: |
2008
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|---|---|
| Authors: | Klepac, Goran |
| Published in: |
Financial theory and practice. - Zagreb : [Verlag nicht ermittelbar], ISSN 1846-887X, ZDB-ID 2481784-3. - Vol. 32.2008, 4, p. 461-476
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| Subject: | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Bayes-Statistik | Bayesian inference | Theorie | Theory |
| 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/10003892203