Leippold, Markus.
Modeling business dependencies for credit portfolios [electronic resource] / Modelling business dependencies for credit portfolios Markus Leippold. - London : Henry Stewart Talks, 2007. - 1 online resource (1 streaming video file (44 min.) : color, sound). - Quantitative financial risk management : fundamentals, models and techniques, 2056-4570 . - Henry Stewart talks. Business & management collection. Quantitative financial risk management. .
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.
Mode of access: World Wide Web.
1216 Henry Stewart Talks
Financial risk management.
Modeling business dependencies for credit portfolios [electronic resource] / Modelling business dependencies for credit portfolios Markus Leippold. - London : Henry Stewart Talks, 2007. - 1 online resource (1 streaming video file (44 min.) : color, sound). - Quantitative financial risk management : fundamentals, models and techniques, 2056-4570 . - Henry Stewart talks. Business & management collection. Quantitative financial risk management. .
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.
Mode of access: World Wide Web.
1216 Henry Stewart Talks
Financial risk management.