A new framework for measuring the credit risk of a portfolio : "ExVaR" model (IMES discussion paper ; no. 97-E-1)

A new framework for measuring the credit risk of a portfolio : "ExVaR" model

(IMES discussion paper ; no. 97-E-1)

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Material Type: 図書
Title: A new framework for measuring the credit risk of a portfolio : "ExVaR" model
Author/Editor: [by] Nobuyuki Oda, Jun Muranaga
Series Title: IMES discussion paper ; no. 97-E-1
Author Heading: 小田, 信之, 1964- オダ, ノブユキ, 1964- ( 00542252 )Authorities
村永, 淳, 1969- ムラナガ, ジュン, 1969- ( 00555887 )Authorities
Publication, Distribution, etc.: Tokyo : Institute for Monetary and Economic Studies, Bank of Japan
Publication Date: 1997
Publication Date (W3CDTF): 1997
Extent: 45 p.
Size: 30 cm
Place of Publication (Country Code): JP
Text Language Code: eng
NDLC: DF111
Target Audience: 一般
Note (General): includes bibliography: p. 44-45
Holding library: 国立国会図書館
Call No.: DF111-A37
Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 000008069534
http://id.ndl.go.jp/bib/000008069534
National Bibliography No. (JPNO): 20964812
Cataloging Rule: Nippon Cataloging Rules 1942, 1952, 1965 Edition
Bibliographic Record Category (NDL): 113