Portfolio approach to counterparty credit risk modelling
dc.contributor | Aalto University | en |
dc.contributor | Aalto-yliopisto | fi |
dc.contributor.advisor | Liesiö, Juuso | |
dc.contributor.author | Nykänen, Sini | |
dc.contributor.department | Tieto- ja palvelujohtamisen laitos | fi |
dc.contributor.school | Kauppakorkeakoulu | fi |
dc.contributor.school | School of Business | en |
dc.date.accessioned | 2023-05-14T16:02:08Z | |
dc.date.available | 2023-05-14T16:02:08Z | |
dc.date.issued | 2023 | |
dc.format.extent | 48 | |
dc.identifier.uri | https://aaltodoc.aalto.fi/handle/123456789/120751 | |
dc.identifier.urn | URN:NBN:fi:aalto-202305143089 | |
dc.language.iso | en | en |
dc.location | P1 I | fi |
dc.programme | Information and Service Management (ISM) | en |
dc.subject.keyword | portfolio credit risk | en |
dc.subject.keyword | counterparty credit risk | en |
dc.subject.keyword | risk management | en |
dc.subject.keyword | risk modelling | en |
dc.title | Portfolio approach to counterparty credit risk modelling | en |
dc.title | Vastapuoliriskimallinnus salkkutasolla | fi |
dc.type | G2 Pro gradu, diplomityö | fi |
dc.type.ontasot | Master's thesis | en |
dc.type.ontasot | Maisterin opinnäyte | fi |
local.aalto.electroniconly | yes | |
local.aalto.openaccess | no |