Portfolio approach to counterparty credit risk modelling



Title:	Portfolio approach to counterparty credit risk modelling Vastapuoliriskimallinnus salkkutasolla
Author(s):	Nykänen, Sini
Date:	2023
Language:	en
Pages:	48
Department:	Tieto- ja palvelujohtamisen laitos
Degree programme:	Information and Service Management (ISM)
Thesis advisor(s):	Liesiö, Juuso
Keywords:	portfolio credit risk, counterparty credit risk, risk management, risk modelling
Location:	P1 I \| Archive OEV
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Permanent link to this item: http://urn.fi/URN:NBN:fi:aalto-202305143089 Email this Export to RefWorks QR Code Print BibTex Tweet