JUSTIFICATION OF PER-UNIT RISK CAPITAL ALLOCATION IN PORTFOLIO CREDIT RISK MODELS (Q2929379)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | JUSTIFICATION OF PER-UNIT RISK CAPITAL ALLOCATION IN PORTFOLIO CREDIT RISK MODELS |
scientific article |
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JUSTIFICATION OF PER-UNIT RISK CAPITAL ALLOCATION IN PORTFOLIO CREDIT RISK MODELS (English)
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12 November 2014
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risk capital
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capital allocation
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risk contribution
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per-unit risk
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credit risk
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