Quantifying model risk within a CreditRisk+ framework
Matthias Fischer; Alexander Mertel
| Year of publication: |
2012
|
|---|---|
| Authors: | Fischer, Matthias ; Mertel, Alexander |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 6.2012, 1, p. 47-76
|
| Subject: | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure |
| 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/10009539312