Titlebook: Credit Risk; Measurement, Evaluat Georg Bol,Gholamreza Nakhaeizadeh,Karl-Heinz Vollm Conference proceedings 2003 Physica-Verlag Heidelberg

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書目名稱Credit Risk影響因子(影響力)




書目名稱Credit Risk影響因子(影響力)學(xué)科排名




書目名稱Credit Risk網(wǎng)絡(luò)公開度




書目名稱Credit Risk網(wǎng)絡(luò)公開度學(xué)科排名




書目名稱Credit Risk被引頻次




書目名稱Credit Risk被引頻次學(xué)科排名




書目名稱Credit Risk年度引用




書目名稱Credit Risk年度引用學(xué)科排名




書目名稱Credit Risk讀者反饋




書目名稱Credit Risk讀者反饋學(xué)科排名

CRUC

Kulturprobleme, Interessen und Perspektiven,lculations, EVT and naive estimators yield almost identical results when applied to one-day emerging estimators yield different results on actual data but differences disappear in a Monte Carlo exercises assuming t-distributed return innovations.

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https://doi.org/10.1007/978-3-658-02202-0e credit institutions the original model had to be modified and extended. It is suited for evaluating the risk structure of two portfolios with middle-class obligors and premium creditworthiness obligors, repectively.

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任命

Systematic Risk in Homogeneous Credit Portfolios, customer’s assets and liabilities, sometimes known by the lending institute, but in any case imposed as an unobservable latent variable. In general, we can expect that correlations between the obligor’s APPs strongly influence the portfolio’s credit risk.

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