Incorporating prediction and estimation risk in point-in-time credit portfolio models
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISBN
-
9783865581013
3865581013
- Maße
-
30 cm
- Umfang
-
34 S.
- Sprache
-
Englisch
- Anmerkungen
-
graph. Darst.
- Erschienen in
-
Discussion paper / 2 / Deutsche Bundesbank ; No. 2005,13, Ser. 2
- Schlagwort
-
Kreditrisiko
Portfolio Selection
Schätzung
Prognoseverfahren
Fehler in den Variablen
Fehlerrechnung
Fehlertheorie
Messfehler
Value at Risk
:z Geschichte 1989-2003
Deutschland
- Ereignis
-
Veröffentlichung
- (wo)
-
Frankfurt am Main
- (wer)
-
Dt. Bundesbank, Press and Public Relations Div.
- (wann)
-
2005
- Beteiligte Personen und Organisationen
- Inhaltsverzeichnis
- Rechteinformation
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Letzte Aktualisierung
-
11.03.2025, 11:37 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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Beteiligte
- Hamerle, Alfred
- Dt. Bundesbank, Press and Public Relations Div.
Entstanden
- 2005
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