Integrated Market and Credit Portfolio Models PDF Download

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Integrated Market and Credit Portfolio Models

Integrated Market and Credit Portfolio Models PDF Author: Peter Grundke
Publisher: Springer Science & Business Media
ISBN: 3834996890
Category : Business & Economics
Languages : en
Pages : 188

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Book Description
Due to their business activities, banks are exposed to many different risk types. Peter Grundke shows how various risk exposures can be aggregated to a comprehensive risk position. Furthermore, computational problems of determining a loss distribution that comprises various risk types are analyzed.