Integrated Market and Credit Portfolio Models

Integrated Market and Credit Portfolio Models
Author :
Publisher : Springer Science & Business Media
Total Pages : 188
Release :
ISBN-10 : 9783834996893
ISBN-13 : 3834996890
Rating : 4/5 (93 Downloads)
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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.


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