Portfolio approach to counterparty credit risk modelling
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Journal Title
Journal ISSN
Volume Title
School of Business |
Master's thesis
Author
Date
2023
Department
Major/Subject
Mcode
Degree programme
Information and Service Management (ISM)
Language
en
Pages
48
Series
Description
Thesis advisor
Liesiö, JuusoKeywords
portfolio credit risk, counterparty credit risk, risk management, risk modelling
