Measuring marginal risk contributions in credit portfolios
Work
Year: 2013
Type: article
Source: Quantitative Finance
Author Thomas J. Siller
Institution Swiss National Bank
Cites: 12
Cited by: 16
Related to: 10
FWCI: 1.062
Citation percentile (by year/subfield): 85.43
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed