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Fast Approximation of Loan Portfolio Loss

Author

Listed:
  • Jenny Bai

    (Risk Management Institute (RMI), National University of Singapore, Singapore)

  • Heikki Seppälä

    (Department of Mathematics and Statistics, University of Jyväskylä, Finland)

  • Ser-Huang Poon

    (Manchester Business School, University of Manchester, UK)

Abstract

No abstract received.

Suggested Citation

  • Jenny Bai & Heikki Seppälä & Ser-Huang Poon, 2014. "Fast Approximation of Loan Portfolio Loss," Global Credit Review (GCR), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 67-85.
    • Handle: RePEc:wsi:gcrxxx:v:04:y:2014:i:01:n:s2010493614500044
    DOI: 10.1142/S2010493614500044
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    References listed on IDEAS

    as
    1. Martin Hibbeln, 2010. "Risk Management in Credit Portfolios," Contributions to Economics, Springer, number 978-3-7908-2607-4.
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