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A Discussion on Recent Risk Measures with Application to Credit Risk: Calculating Risk Contributions and Identifying Risk Concentrations.

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Bibliographic Details
Title: A Discussion on Recent Risk Measures with Application to Credit Risk: Calculating Risk Contributions and Identifying Risk Concentrations.
Authors: Fischer, Matthias1 marius.pfeuffer@fau.de, Moser, Thorsten2 thorsten.moser@ruv.de, Pfeuffer, Marius1
Source: Risks. Dec2018, Vol. 6 Issue 4, p142. 1p.
Database: Business Source Ultimate
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ISSN:22279091
DOI:10.3390/risks6040142