A semi-analytical method for VaR and credit exposure analysis (Q2480235): Difference between revisions
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Revision as of 12:06, 26 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A semi-analytical method for VaR and credit exposure analysis |
scientific article |
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A semi-analytical method for VaR and credit exposure analysis (English)
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31 March 2008
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portfolio distribution
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value-at-risk
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credit exposure
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large deviations
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portfolio compression
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