Document Search
Add To My Bookshelf Sign in or Register Save And Annotate
Keywords:

integrated sign in to follow this
credit sign in to follow this
market sign in to follow this
copula sign in to follow this
loss sign in to follow this
distribution sign in to follow this
Categories:

VaR Uses sign in to follow this
--Integrated Risk Management sign in to follow this
Half-Life:
Impact:
Discuss This Paper
Sign in to follow this page
Recent Comments
  more
Integrated Risk Management: Top Down or Bottom Up?
Company: University of Cologne
Year Of Publication: 2006
Month Of Publication: November
Pages: 36
Download Count: 444
View Count:
Comment Num: 0
Language: EN
Source:
Who Can Read: Free
Date: 4-19-2007
Publisher: Administrator
Summary
In this paper two approaches to integrated risk measurement are compared with respect to their ability to predict loss distributions correctly. The top down approach underestimates the true risk measures considerably for lower investment grade issuers.
Author(s)
Grundke, Peter Sign in to follow this author
This document's citation network:
Similar Documents:
Close window
Sign up in one step, no personal information required. Already a Member?



Email:
Repeat Email:
User Name:
Password:
Confirm Password:

Sign Up


Welcome to GloriaMundi!
Thanks for singning up



continue or edit your profile