Integrated Market and Credit Portfolio Models Risk Measurement and Computational Aspects /
Due to their business activities, banks are exposed to many different risk types. Aggregating various risk exposures to a comprehensive risk position is an important but up-to-date not satisfactorily solved task. This shortfall goes back to conceptual problems of constructing an appropriate risk mod...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Autor Corporativo: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Wiesbaden :
Gabler Verlag : Imprint: Gabler Verlag,
2008.
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Edición: | 1st ed. 2008. |
Colección: | neue betriebswirtschaftliche forschung (nbf),
361 |
Temas: | |
Acceso en línea: | Texto Completo |