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Interaction of Market and Credit Risk: An Analysis of Inter-Risk Correlation and Risk Aggregation
Interaction of Market and Credit Risk: An Analysis of Inter-Risk Correlation and Risk Aggregation This ... investigates the interaction between a credit portfolio and another risk type, which can be thought of as market ...- Authors: Klaus Bocker, Martin Hillebrand
- Date: Apr 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics>Financial markets; Enterprise Risk Management>Financial management
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Interaction of Market and Credit Risk: An Analysis of Inter-Risk Correlation and Risk Aggregation
Interaction of Market and Credit Risk: An Analysis of Inter-Risk Correlation and Risk Aggregation Abstract ... Abstract for the 2008 ERM Monograph paper, ” Interaction of Market and Credit Risk: An Analysis of Inter-Risk ...- Authors: Klaus Bocker, Martin Hillebrand
- Date: Apr 2008