Single-name concentration risk measurements in credit portfolios (Q4561902)
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scientific article; zbMATH DE number 6993358
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Single-name concentration risk measurements in credit portfolios |
scientific article; zbMATH DE number 6993358 |
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Single-Name Concentration Risk Measurements in Credit Portfolios (English)
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13 December 2018
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elasticity parameter
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total exposure
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idiosyncratic risk
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large exposure
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credit portfolio
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0.9146957993507384
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0.8049412369728088
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0.7903100848197937
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0.783951997756958
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0.7526766061782837
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