IDEAS home Printed from https://ideas.repec.org/b/spr/coneco/978-3-7908-2607-4.html
   My bibliography  Save this book

Risk Management in Credit Portfolios

Author

Listed:
  • Martin Hibbeln

    (Technische Universität Carolo-Wilhelmina)

Abstract

No abstract is available for this item.

Individual chapters are listed in the "Chapters" tab

Suggested Citation

  • Martin Hibbeln, 2010. "Risk Management in Credit Portfolios," Contributions to Economics, Springer, number 978-3-7908-2607-4, March.
    • Handle: RePEc:spr:coneco:978-3-7908-2607-4
    DOI: 10.1007/978-3-7908-2607-4
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Morone, Marco & Cornaglia, Anna & Mignola, Giulio, 2012. "Determining marginal contributions of the economic capital of credit risk portfolio: an analytical approach," MPRA Paper 39119, University Library of Munich, Germany.
    2. Eris Zeqo & Lindita Mukli & Jona Mulliri, 2016. "The Impact of Seasonality on the Implementation of Value at Risk (VaR) Models for Predicting Future Non Profit Loans (NPL) Values in Albania," Academic Journal of Interdisciplinary Studies, Richtmann Publishing Ltd, vol. 5, December.
    3. Jenny Bai & Heikki Seppälä & Ser-Huang Poon, 2014. "Fast Approximation of Loan Portfolio Loss," Global Credit Review (GCR), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 67-85.
    4. Osmundsen, Kjartan Kloster, 2017. "Using Expected Shortfall for Credit Risk Regulation," UiS Working Papers in Economics and Finance 2017/4, University of Stavanger.
    5. Osmundsen, Kjartan Kloster, 2018. "Using expected shortfall for credit risk regulation," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 80-93.
    6. Michal Kováč, 2018. "Comparison of stress testing models for regulatory purposes by institutions using the IRBA method [Porovnání stres test modelů pro regulatorní účely institucí využívajících IRBA metodu]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2018(3), pages 41-56.

    Book Chapters

    The following chapters of this book are listed in IDEAS

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:coneco:978-3-7908-2607-4. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.