Aggregating Credit and Market Risk: The Impact of Model Specification

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Name	TI Discusion Papers
No.	12-057/2/DSF36

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@techreport{06495900cbe4410aa258f789134f56f7,

title = "Aggregating Credit and Market Risk: The Impact of Model Specification",

author = "A. Lucas and B. Verhoef",

year = "2012",

language = "English",

series = "TI Discusion Papers",

publisher = "Tinbergen Institute/DSF",

number = "12-057/2/DSF36",

type = "WorkingPaper",

institution = "Tinbergen Institute/DSF",

}