Measuring portfolio credit risk correctly : why parameter uncertainty matters

著者

• Tarashev, Nikola A.
• Bank for International Settlements

書誌事項

Measuring portfolio credit risk correctly : why parameter uncertainty matters

by Nikola A. Tarashev

（BIS working papers, no. 280）

Bank for International Settlements, c2009

• : print

注記

"Monetary and Economic Department"

"April 2009"

Includes bibliographical references (p. 28-29)

• NII書誌ID(NCID): BB14948787
• 出版国コード: sz
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Basel
• ページ数/冊数: 41 p.
• 大きさ: 30 cm
• 親書誌ID:
  • BB09801553