Aggregating Credit and Market Risk: The Impact of Model Specification

A. Lucas, B. Verhoef

Research output: Working paperProfessional

116 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute/DSF
Number of pages33
Publication statusPublished - 2012

Publication series

NameTI Discusion Papers
No.12-057/2/DSF36

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