A Value-At-Risk Calculation of Required Reserves for Credit Risk in Corporate Lending Portfolios (Q5718364)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2247070
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A Value-At-Risk Calculation of Required Reserves for Credit Risk in Corporate Lending Portfolios |
scientific article; zbMATH DE number 2247070 |
Statements
A Value-At-Risk Calculation of Required Reserves for Credit Risk in Corporate Lending Portfolios (English)
0 references
13 January 2006
0 references
0.762866199016571
0 references
0.7306782603263855
0 references
0.7213793992996216
0 references
0.7184818983078003
0 references
