Justification of per-unit risk capital allocation in portfolio credit risk models (Q2929379)
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scientific article; zbMATH DE number 6368712
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Justification of per-unit risk capital allocation in portfolio credit risk models |
scientific article; zbMATH DE number 6368712 |
Statements
12 November 2014
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risk capital
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capital allocation
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risk contribution
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per-unit risk
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credit risk
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Justification of per-unit risk capital allocation in portfolio credit risk models (English)
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