Frankfurt am Main, 60314
European Central Bank (ECB)
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id3269265.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
credit risk, sector concentration risk, capital allocation, analytical approximation, Monte Carlo simulation
This page was processed by aws-apollo5 in 0.140 seconds