TY  - ADVS
AU  - Leippold,Markus
TI  - Modeling business dependencies for credit portfolios
T2  - Quantitative financial risk management : fundamentals, models and techniques
PY  - 2007///
CY  - London
PB  - Henry Stewart Talks
KW  - Financial risk management
N1  - Animated audio-visual presentations with synchronized narration; Title from title frames; Contents: Portfolio credit risk -- Integrating macrostructural and microstructural interdependencies -- Gaussian copula -- Credit portfolio as a graph -- Impact of business dependencies on correlation -- Feedback effects -- Marginal risk contribution; Access restricted to subscribers
UR  - http://hstalks.com/lib.php?t=HST48.1216&c=250
UR  - http://hstalks.com/lib.php?t=HST48&c=250
ER  -