Arbeitspapier
Portfolio diversification in concentrated bond and loan portfolios
In this working paper, Paul Kupiec develops an algorithm to approximate the loss rate distribution for fixed income portfolios with obligor concentrations.
- Sprache
-
Englisch
- Erschienen in
-
Series: AEI Economics Working Paper ; No. 2015-04
- Klassifikation
-
Wirtschaft
- Thema
-
capital requirements
Bank regulation
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Kupiec, Paul H.
- Ereignis
-
Veröffentlichung
- (wer)
-
American Enterprise Institute (AEI)
- (wo)
-
Washington, DC
- (wann)
-
2015
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:41 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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Objekttyp
- Arbeitspapier
Beteiligte
- Kupiec, Paul H.
- American Enterprise Institute (AEI)
Entstanden
- 2015
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