Optimizing Credit Risk Mitigation Effects of Collaterals Under Basel II

DOI10.1007/978-3-540-69995-8_48zbMath1209.91160OpenAlexW1485609861MaRDI QIDQ5391787

Marc Gürtler, Dirk Heithecker, Martin Hibbeln

Publication date: 7 April 2011

Published in: Operations Research Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-69995-8_48

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Credit risk (91G40)

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