A Credit Portfolio Framework under Dependent Risk Parameters PD, LGD and EAD

Fischer M, Jakob K, Eckert J (2016)

Publication Language: English

Publication Type: Journal article, Original article

Publication year: 2016

Journal

Journal of Credit Risk Incisive Media

Book Volume: 12

Pages Range: 97-119

Journal Issue: 1

DOI: 10.21314/JCR.2016.202

Authors with CRIS profile

Johanna Eckert Lehrstuhl für Versicherungswirtschaft und Risikomanagement

How to cite

APA:

Fischer, M., Jakob, K., & Eckert, J. (2016). A Credit Portfolio Framework under Dependent Risk Parameters PD, LGD and EAD. Journal of Credit Risk, 12(1), 97-119. https://doi.org/10.21314/JCR.2016.202

MLA:

Fischer, Matthias, Kevin Jakob, and Johanna Eckert. "A Credit Portfolio Framework under Dependent Risk Parameters PD, LGD and EAD." Journal of Credit Risk 12.1 (2016): 97-119.

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