Concentration Risk in Credit Portfolios (Q3528114): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/978-3-540-70870-4 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4212975853 / rank | |||
Normal rank | |||
Latest revision as of 03:47, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Concentration Risk in Credit Portfolios |
scientific article |
Statements
Concentration Risk in Credit Portfolios (English)
0 references
6 October 2008
0 references
credit risk
0 references
concentration risk
0 references
Merton model
0 references
single factor models
0 references
name concentration
0 references
country concentration
0 references
default contagion
0 references
copulas
0 references
