LIBROS DEL AUTOR: martin knoch

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  • Credit Risk
    Martin Knoch
    Inhaltsangabe:Abstract: We discuss the main approaches to quantify the risk of losses arising from a defaulting counterparty to a financial transaction that have been developed over the last 25 years. Every existing method faces major problems in assessing the numerous and partly non-observable factors influencing credit risk. One shortcoming common to all methods is the class...
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