CreditMetrics - jeho použití v České republice
Credit risk is the most important risk a financial institution has to deal with. The Bank for International Settlements proposed an analytical model which allows banks to calculate capital requirements for credit risk of an investment portfolio. Also several optional models were developed by financi...
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| Format: | Dissertation |
| Language: | English |
| Published: |
2010
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| Online Access: | http://www.nusl.cz/ntk/nusl-297164 |