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Credit Portfolio Optimization under Condition of Multiple Credit Transition Metrics
Condition of Multiple Credit Transition Metrics This paper discusses both the theoretical and the application ... aspects of stress testing in managing enterprise risks. Effective stress testing maximizes the risk adjusted ...- Authors: Min Jie (Helen) Han
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Credit Portfolio Optimization under Condition of Multiple Credit Transition Metrics
Optimization under Condition of Multiple Credit Transition Metrics Abstract for the 2008 ERM Monograph paper ... paper, “Credit Portfolio Optimization under Condition of Multiple Credit Transition Metrics”. Credit;Investment; ...- Authors: Min Jie (Helen) Han
- Date: Apr 2008