Description and the use of CreditMetrics methodology
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F03%3A00007661" target="_blank" >RIV/61989100:27510/03:00007661 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
čeština
Original language name
Popis a možnosti aplikace metodologie CreditMetrics
Original language description
In the paper methodology of managing credit risk by CreditMetrics methodology is discussed. Analytical and simulation approaches are described. Ways of analysis are explained by marginal risk, economic capital etc. Illustrative example of bond portfoliois presented.
Czech name
Popis a možnosti aplikace metodologie CreditMetrics
Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA402%2F02%2F1046" target="_blank" >GA402/02/1046: Application of the Fuzzy-Stochastic Approaches in Financial Decision-making</a><br>
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2003
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
FINRISK 2003
ISBN
80-8070-075-3
ISSN
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e-ISSN
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Number of pages
10
Pages from-to
100-110
Publisher name
Žilinská univerzita v Žilině
Place of publication
Žilina
Event location
Tatranská Štrba
Event date
May 27, 2003
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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