Arbeitspapier
Portfolio diversification in concentrated bond and loan portfolios
In this working paper, Paul Kupiec develops an algorithm to approximate the loss rate distribution for fixed income portfolios with obligor concentrations.
- Language
-
Englisch
- Bibliographic citation
-
Series: AEI Economics Working Paper ; No. 2015-04
- Classification
-
Wirtschaft
- Subject
-
capital requirements
Bank regulation
- Event
-
Geistige Schöpfung
- (who)
-
Kupiec, Paul H.
- Event
-
Veröffentlichung
- (who)
-
American Enterprise Institute (AEI)
- (where)
-
Washington, DC
- (when)
-
2015
- Handle
- Last update
-
10.03.2025, 11:41 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Kupiec, Paul H.
- American Enterprise Institute (AEI)
Time of origin
- 2015
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