A one-factor copula-based model for credit portfolios
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31110%2F14%3A00050053" target="_blank" >RIV/61384399:31110/14:00050053 - isvavai.cz</a>
Result on the web
<a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-84973541952&partnerID=40&md5=74dbd2836fc90fb6c9ea8856baf4779" target="_blank" >https://www.scopus.com/inward/record.uri?eid=2-s2.0-84973541952&partnerID=40&md5=74dbd2836fc90fb6c9ea8856baf4779</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
A one-factor copula-based model for credit portfolios
Original language description
Main topics of the document: portfolio; credit risk; credit VAR; portfolio credit models; one-factor copula model; credit value-at-risk
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AE - Management, administration and clerical work
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Journal of Risk
ISSN
1465-1211
e-ISSN
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Volume of the periodical
17
Issue of the periodical within the volume
2
Country of publishing house
GB - UNITED KINGDOM
Number of pages
40
Pages from-to
93-132
UT code for WoS article
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EID of the result in the Scopus database
2-s2.0-84973541952