Work

Risk measurement with integrated market and credit portfolio models

Year: 2005

Type: article

Source: The Journal of Risk

DOI: 10.21314/jor.2005.113

Author: Peter Grundke

Institution: Osnabrück University

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W229011152

FWCI: 5.123

Cites: 28

Cited by: 32

Related to: 10