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A new framework for measuring the credit risk of a portfolio : "ExVaR" model (IMES discussion paper series 97-E-1)

A new framework for measuring the credit risk of a portfolio : "ExVaR" model (IMES discussion paper series 97-E-1)
Digital電子書籍・電子雑誌
Institute for Monetary and Economic Studies, Bank of Japan, Nobuyuki Oda, Jun Muranaga日本銀行1997-02
National Diet Library

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)
Paper図書
[by] Nobuyuki Oda, Jun MuranagaInstitute for Monetary and Economic Studies, Bank of Japan1997<DF111-A37>
National Diet Library

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

A new framework for measuring the credit risk of a portfolio :“ ExVaR" Model
Paper図書
Nobuyuki Oda Jun Muranaga日本銀行金融研究所[1997]
Other Libraries in Japan

IMES discussion paper series

IMES discussion paper series
Paper図書
日本銀行金融研究所1996-
Other Libraries in Japan
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