Credit Risk Portfolio Modeling: An Overview

Ludger Overbeck
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Ludger Overbeck: Justus-Liebig University Giessen

A chapter in Risk Management, 2005, pp 197-217 from Springer

Keywords: Risk Measure; Credit Risk; Business Unit; Economic Capital; Default Probability (search for similar items in EconPapers)
Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-26993-9_10

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DOI: 10.1007/3-540-26993-2_10

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