Schätzunsicherheit oder Korrelation, Welche Risikokomponente sollten Unternehmen bei der Bewertung von Kreditportfoliorisiken wann berücksichtigen?
Year of publication: |
2007-05
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Authors: | Dannenberg, Henry |
Institutions: | Institut für Wirtschaftsforschung Halle (IWH) |
Subject: | probability of default | estimation uncertainty | risk assessment |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | German |
Notes: | Number 5 |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice |
Source: |
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Dannenberg, Henry, (2007)
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Dannenberg, Henry, (2009)
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The Importance of Estimation Uncertainty in a Multi-Rating Class Loan Portfolio
Dannenberg, Henry, (2011)
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Stochastic Income Statement Planning and Emissions Trading
Dannenberg, Henry, (2010)
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Dannenberg, Henry, (2006)
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Prognose des CO2-Zertifikatepreisrisikos
Dannenberg, Henry, (2008)
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