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In this book, two of America's leading economists provide the first integrated treatment of the conceptual, practical, and empirical foundations for credit...

Integration of Credit Risk with Market Risk in Asset Liability...

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Tools and frameworks of credit risk management have not been integrated with a market risk based ALM framework, although taking appropriate credit risk is one...

Publications

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Integration of credit risk with market risk in asset liability management. Shumpei Okada, Eiji Harada and Fumihiko Tsunoda. Proceedings, 1995, pages

EconPapers: Proceedings

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Risk measurement and systemic risk: proceedings of a joint central bank research conference, November , Shumpei Okada, Eiji Harada and Fumihiko Tsunoda

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Integration of credit risk with market risk in asset liability...

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Integration of credit risk with market risk in asset liability...

Suchergebnisse - "Tsunoda, Fumihiko" - EconBiz

Credit Risk: Pricing, Measurement, and Management - Darrell Duffie,...

Integration of Credit Risk with Market Risk in Asset Liability...

Publications

EconPapers: Integration of credit risk with market risk in asset...

EconPapers: Proceedings

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Bibliografia per Anno di Pubblicazione (5 di 5) libri...