Abstract
Credit risk management is an important issue in banking. In this chapter we give an overview of the models for calculating the default risk exposure of a credit portfolio.
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References
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Franke, J., Härdle, W.K., Hafner, C.M. (2019). Credit Risk Management and Credit Derivatives. In: Statistics of Financial Markets. Universitext. Springer, Cham. https://doi.org/10.1007/978-3-030-13751-9_22
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DOI: https://doi.org/10.1007/978-3-030-13751-9_22
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Online ISBN: 978-3-030-13751-9
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