MEASURING DEFAULT RISK FOR A PORTFOLIO OF EQUITIES (Q3121234)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MEASURING DEFAULT RISK FOR A PORTFOLIO OF EQUITIES |
scientific article |
Statements
MEASURING DEFAULT RISK FOR A PORTFOLIO OF EQUITIES (English)
0 references
15 March 2019
0 references
FRTB
0 references
default risk
0 references
equities
0 references
multi-factor model
0 references