Integrating Macroeconomic Risk Factors into Credit Portfolio Models

Hamerle, Alfred and Dartsch, Andreas and Jobst, Rainer and Plank, Kilian (2011) Integrating Macroeconomic Risk Factors into Credit Portfolio Models. Journal of Risk Model Validation 5 (2), pp. 3-24.

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Item Type:Article
Institutions: Business, Economics and Information Systems
Subjects:300 Social sciences > 310 General statistics
300 Social sciences > 330 Economics
Status:Published
Refereed:Yes, this version has been refereed
Created at the University of Regensburg:Yes
Owner:Renate Meier-Reusch
Deposited On:25 Aug 2011 11:48
Last Modified:25 Aug 2011 11:48
Item ID:21924
Owner Only: item control page