Title of article
Credit portfolios: What defines risk horizons and risk measurement?
Author/Authors
Silvan Ebn?ther، نويسنده , , Paolo Vanini، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
17
From page
3663
To page
3679
Keywords
Credit-risk management , Portfolio management , Risk measurement , Coherence , VAR , Expectedshortfall , Factor model
Journal title
Journal of Banking and Finance
Serial Year
2007
Journal title
Journal of Banking and Finance
Record number
194146
Link To Document