Take it to the limit: innovative CVaR applications to extreme credit risk measurement (Q320976): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 23:58, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Take it to the limit: innovative CVaR applications to extreme credit risk measurement |
scientific article |
Statements
Take it to the limit: innovative CVaR applications to extreme credit risk measurement (English)
0 references
7 October 2016
0 references
uncertainty modeling
0 references
credit risk
0 references
conditional value at risk
0 references
conditional probability of default
0 references
capital buffers
0 references
