The systemic risk implications of using credit ratings versus quantitative measures to limit bond portfolio risk
Gunter Löffler
| Year of publication: |
2020
|
|---|---|
| Authors: | Löffler, Gunter |
| Subject: | Ratings | Structural models of default risk | Systemic risk | Portfolio risk | Kreditrisiko | Credit risk | Systemrisiko | Portfolio-Management | Portfolio selection | Kreditwürdigkeit | Credit rating | Risiko | Risk | Risikomaß | Risk measure | Risikomanagement | Risk management | Theorie | Theory | Anleihe | Bond | Bankrisiko | Bank risk | Insolvenz | Insolvency |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10693-019-00321-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012298960