Integrated Market and Credit Portfolio Models Risk Measurement and Computational Aspects /
Due to their business activities, banks are exposed to many different risk types. Aggregating various risk exposures to a comprehensive risk position is an important but up-to-date not satisfactorily solved task. This shortfall goes back to conceptual problems of constructing an appropriate risk mod...
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| Language: | English |
| Published: |
Wiesbaden :
Gabler Verlag : Imprint: Gabler Verlag,
2008.
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| Edition: | 1st ed. 2008. |
| Series: | neue betriebswirtschaftliche forschung (nbf) ;
361 |
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| Online Access: | https://doi.org/10.1007/978-3-8349-9689-3 |