Henrik Schwartzlose

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

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Scholarly Papers (1)

1.

The Use of Portfolio Credit Risk Models in Central Banks

ECB Occasional Paper No. 64
Number of pages: 45 Posted: 18 Jul 2007
Ulrich Bindseil, Han van der Hoorn, Ken Nyholm and Henrik Schwartzlose
European Central Bank (ECB), PGGM Investments, European Central Bank (ECB) and European Central Bank (ECB)
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Abstract:

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