Enterprise risk management in financial groups: analysis of risk concentration and default risk

Nadine Gatzert (), Hato Schmeiser () and Stefan Schuckmann ()

Financial Markets and Portfolio Management, 2008, vol. 22, issue 3, 258 pages

Keywords: Enterprise risk management; Copulas; Financial groups; Joint default risk; G20; G28; C16 (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (13)

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DOI: 10.1007/s11408-008-0081-y

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