Single-Name Concentration Risk Measurements in Credit Portfolios (Q4561902)
From MaRDI portal
scientific article; zbMATH DE number 6993358
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Single-Name Concentration Risk Measurements in Credit Portfolios |
scientific article; zbMATH DE number 6993358 |
Statements
Single-Name Concentration Risk Measurements in Credit Portfolios (English)
0 references
13 December 2018
0 references
elasticity parameter
0 references
total exposure
0 references
idiosyncratic risk
0 references
large exposure
0 references
credit portfolio
0 references
