Managing Credit Risk with Credit Derivatives
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More about this item
KeywordsBanking firm; asset/liability management; credit risk; credit derivatives; dynamic hedging.;
- E0 - Macroeconomics and Monetary Economics - - General
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
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