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- URN zum Zitieren dieses Dokuments:
- urn:nbn:de:bvb:355-epub-293740
- DOI zum Zitieren dieses Dokuments:
- 10.5283/epub.29374
Zusammenfassung
This article reviews the literature on techniques of credit risk models, multi-period risk measurement, and capital allocation, and gives a tutorial on applying these techniques to credit portfolios with a focus on practical aspects. The effects of the choice of considered loss process concerning the handling of write-offs and matured assets or rating migration are displayed, and the impact on ...
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