Practical usage of credit risk models in loan portfolio and counterparty exposure management: an update
Robert A. Jarrow; Donald R. van Deventer
| Year of publication: |
2004
|
|---|---|
| Authors: | Jarrow, Robert A. ; Deventer, Donald R. van |
| Published in: |
Credit risk models and management. - London. : Risk Books, ISBN 1-904339-21-2. - 2004, p. 573-597
|
| Subject: | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Kreditgeschäft | Bank lending | Risikomanagement | Risk management | Basler Akkord | Basel Accord |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002433486