A Value-At-Risk Calculation of Required Reserves for Credit...

North American Actuarial Journal 1999 / 04 Vol. 3; Iss. 2

A Value-At-Risk Calculation of Required Reserves for Credit Risk in Corporate Lending Portfolios

O’Connor, Ronan, Golden, James F., Reck, Robert
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Volume:
3
Language:
english
Journal:
North American Actuarial Journal
DOI:
10.1080/10920277.1999.10595802
Date:
April, 1999
File:
PDF, 204 KB
english, 1999
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