Integrating Macroeconomic Risk Factors into Credit Portfolio Models
Hamerle, Alfred, Dartsch, Andreas, Jobst, Rainer and Plank, Kilian (2011) Integrating Macroeconomic Risk Factors into Credit Portfolio Models. Journal of Risk Model Validation 5 (2), pp. 3-24.Date of publication of this fulltext: 25 Aug 2011 09:48
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| Item type | Article |
| Journal or Publication Title | Journal of Risk Model Validation |
| Publisher: | Risk Journals; Incisive Media (London) |
|---|---|
| Volume: | 5 |
| Number of Issue or Book Chapter: | 2 |
| Page Range: | pp. 3-24 |
| Date | 2011 |
| Institutions | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Entpflichtete oder im Ruhestand befindliche Professoren > Lehrstuhl für Statistik (Prof. Dr. Alfred Hamerle) Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Statistik und Risikomanagement (Prof. Dr. Rösch) |
| Dewey Decimal Classification | 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 |
| Item ID | 21924 |
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