Integration of credit risk with market risk in asset liability management

Author(s)

• Okada, Shumpei
• Harada, Eiji
• Tsunoda, Fumihiko
• 日本銀行金融研究所 ニホン ギンコウ キンユウ ケンキュウジョ

Bibliographic Information

Integration of credit risk with market risk in asset liability management

Shumpei Okada, Eiji Harada, and Fumihiko Tsunoda

（IMES discussion paper series, 96-E-3）

日本銀行金融研究所, [1996]

Other Title

Discussion paper series. E

Discussion paper series

• NCID: BA33674750
• Country Code: ja
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: 東京
• Pages/Volumes: 31 p.
• Size: 30 cm
• Parent Bibliography ID:
  • BN15051361