Coping with Credit Risk

Henri Loubergé and Harris Schlesinger

Working Papers from Manitoba - Department of Economics

Abstract: In this paper we develop a method for coping with credit risk by decomposing this risk into idiosyncratic and Systemic Composents that may be treated separately.

Keywords: CREDIT; RISK (search for similar items in EconPapers)
JEL-codes: G21 G24 (search for similar items in EconPapers)
Pages: 25 pages
Date: 2001
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Citations: View citations in EconPapers (2)

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Journal Article: Coping with credit risk (2005)
Working Paper: Coping with Credit Risk (2001)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:manito:36

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