Showing 1 - 10 of 64,134
Persistent link: https://www.econbiz.de/10000618969
Persistent link: https://www.econbiz.de/10003977840
Persistent link: https://www.econbiz.de/10003918155
Persistent link: https://www.econbiz.de/10011666284
This paper first provides a simple but very general framework for credit portfolio modellingwhich is based on the … very large, infinitelyfine-grained portfolio. The framework contains typical models like CreditRisk+and CreditMetrics as … granularity adjustment in a"lumpy" credit portfolio. …
Persistent link: https://www.econbiz.de/10005843044
Normalverteilungshypothese einfach als ein bestimmtes Vielfaches der Portfolio-Standardabweichung gegeben ist. In diesem Fall ergeben sich außer …
Persistent link: https://www.econbiz.de/10005843088
Persistent link: https://www.econbiz.de/10013431440
Persistent link: https://www.econbiz.de/10011453501
Persistent link: https://www.econbiz.de/10011525583
Persistent link: https://www.econbiz.de/10011513933