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
Keywords :
Credit-risk management , Portfolio management , Risk measurement , Coherence , VAR , Expectedshortfall , Factor model
Journal title :
Journal of Banking and Finance
Journal title :
Journal of Banking and Finance
