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

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Material Type: 図書
Title: A new framework for measuring the credit risk of a portfolio :“ ExVaR" Model
Author/Editor: Nobuyuki Oda Jun Muranaga
Author Heading: Oda, Nobuyuki
Muranaga, Jun
日本銀行金融研究所ニホンギンコウキンユウケンキュウジョ
https://ci.nii.ac.jp/author/DA00288962
Publication, Distribution, etc.: 日本銀行金融研究所
Publication Date: [1997]
Publication Date (W3CDTF): 1997
Size: 30 cm
Alternative Title: Discussion paper series. E
Discussion paper series
Place of Publication (Country Code): ja
Text Language Code: en
Target Audience: 一般
Note (General): Inculdes bibliographical references (p. 44-45)
Related Material: IMES discussion paper series
https://cir.nii.ac.jp/crid/1130282270163201920
Related Material (URI): https://ci.nii.ac.jp/ncid/BA33694259#entity
Periodical Title: IMES discussion paper series
https://cir.nii.ac.jp/crid/1130282270163201920
Data Provider (Database): 国立情報学研究所 : CiNii Research
Original Data Provider (Database): CiNii Books
https://ci.nii.ac.jp/books
NCID: https://ci.nii.ac.jp/ncid/BA33694259 : BA33694259