Scenario generation for credit risk management

Chapter

Publication Date:

2008

Iris type:

1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays

List of contributors:

Consigli, Giorgio; Iaquinta, Gaetano; Moriggia, Vittorio

Authors of the University:

CONSIGLI Giorgio

MORIGGIA Vittorio

Handle:

https://aisberg.unibg.it/handle/10446/22088

Book title:

Bank capital in risk management and in investement strategies

Research

Concepts

Academic field (2000 version)

Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie