The Journal of Fixed Income · 1994 · 14 citations · 0 references
BusinessFinanceRisk ManagementFinancial EconomicsFinancial Risk ManagementPortfolio ManagementCapital RequirementsCapital Structure AnalysisCredit DerivativesCredit RiskFinancial RiskPortfolio TheoryCharacterization Of Derivative LossesCredit Risk Capital ChargesExpected Credit Loss ModelingLoss Estimation ModelsRequired CapitalRisk CapitalTail Risk Capital