Portfolio approach to counterparty credit risk modelling

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URL

Journal Title

Journal ISSN

Volume Title

School of Business | Master's thesis

Authors

Date

2023

Department

Tieto- ja palvelujohtamisen laitos

Major/Subject

Mcode

Degree programme

Information and Service Management (ISM)

Language

en

Pages

48

Series

Description

Thesis advisor

Liesiö, Juuso

Keywords

portfolio credit risk, counterparty credit risk, risk management, risk modelling

Other note

Citation

Permanent link to this item

https://urn.fi/URN:NBN:fi:aalto-202305143089

Collections

[gradu] Kauppakorkeakoulu / BIZ