Accurate allocation of risk capital in credit portfolios

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Published in:Journal of credit risk 2008-04, Vol.4 (1), p.21-46
Main Authors: Kwiatkowski, Jan, Burridge, D. James
Format: Article
Language:English
Subjects:
Allocation (Accounting)
Analysis
Evaluation
Financial risk
Methods
Portfolio management
Risk assessment
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container_end_page 46
container_issue 1
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container_title Journal of credit risk
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creator Kwiatkowski, Jan
Burridge, D. James
description
doi_str_mv 10.21314/JCR.2008.067
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1744-6619
language eng
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subjects Allocation (Accounting)
Analysis
Evaluation
Financial risk
Methods
Portfolio management
Risk assessment
title Accurate allocation of risk capital in credit portfolios
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