Title of article :
A credit risk model for large dimensional portfolios with application to economic capital
Author/Authors :
Kaj Nystr?m، نويسنده , , Jimmy Skoglund، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Keywords :
economic capital , Credit portfolio model , Credit risk , Conditional value at risk , value at risk
Journal title :
Journal of Banking and Finance
Journal title :
Journal of Banking and Finance
