Integrated Market and Credit Portfolio Models
| Author | : Peter Grundke |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 188 |
| Release | : 2008-08-15 |
| ISBN-10 | : 9783834996893 |
| ISBN-13 | : 3834996890 |
| Rating | : 4/5 (93 Downloads) |
Book Synopsis Integrated Market and Credit Portfolio Models by : Peter Grundke
Download or read book Integrated Market and Credit Portfolio Models written by Peter Grundke and published by Springer Science & Business Media. This book was released on 2008-08-15 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt: Due to their business activities, banks are exposed to many different risk types. Peter Grundke shows how various risk exposures can be aggregated to a comprehensive risk position. Furthermore, computational problems of determining a loss distribution that comprises various risk types are analyzed.
