Title Modeling business dependencies for credit portfolios / Markus Leippold

Published London : Henry Stewart Talks, 2007

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HSTalks Business & Management Collection

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Description 1 streaming video file (44 min.) : digital, mono, SWF file, sound, color Series Quantitative financial risk management : fundamentals, models and techniques Henry Stewart talks. Marketing & management collection. Quantitative financial risk management Contents Portfolio credit risk -- Integrating macrostructural and microstructural interdependencies -- Gaussian copula -- Credit portfolio as a graph -- Impact of business dependencies on correlation -- Feedback effects -- Marginal risk contribution Notes Animated audio-visual presentations with synchronized narration Title from title frames Subject Financial risk management. Financial risk management. Form Streaming video

Other Titles Modelling business dependencies for credit portfolios

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