Justification of per-unit risk capital allocation in portfolio credit risk models
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by University of Regensburg, Department of Economics in its series University of Regensburg Working Papers in Business, Economics and Management Information Systems with number 24934.
Date of creation: 2014
Date of revision:
Contact details of provider:
Postal: Universitäts-Str. 31, D-93040 Regensburg
Phone: +49 941 943-2392
Fax: +49 941 943-4752
Web page: http://www-wiwi.uni-regensburg.de/
More information through EDIRC
This paper has been announced in the following NEP Reports:
- NEP-ALL-2012-07-08 (All new papers)
You can help add them by filling out this form.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Gernot Deinzer).
If references are entirely missing, you can add them using this form.