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...
| Main Author: | Grundke, Peter. |
|---|---|
| Other Authors: | SpringerLink (Online service) |
| Format: | eBook |
| Language: | English |
| Published: |
Wiesbaden :
Betriebswirtschaftlicher Verlag Dr. Th. Gabler / GWV Fachverlage,
2008.
Wiesbaden : 2008. |
| Physical Description: |
1 online resource. |
| Series: |
Neue betriebswirtschaftliche Forschung ;
Bd. 361. |
| Subjects: |
CMU Electronic Access
Electronic Resource Click Here| Location | Call Number: | Status |
|---|---|---|
| CMU Electronic Access | Available |