Structural credit modeling and its relationship to market value at risk : an Australian sectoral perspective
David E. Allen and Robert Powell
| Year of publication: |
2009
|
|---|---|
| Authors: | Allen, David E. ; Powell, Robert |
| Published in: |
The VaR implementation handbook. - New York, NY [u.a.] : McGraw-Hill Professional, ISBN 0-07-161513-X. - 2009, p. 403-414
|
| Subject: | Marktrisiko | Market risk | Kreditrisiko | Credit risk | Risikomaß | Risk measure | Branche | Economic sector | Ranking-Verfahren | Ranking method | Kreditgeschäft | Bank lending | Bank | Australien | Australia |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003827094