Skip to main content
A new robust IS method for measuring VaR and ES allocations for credit portfolios
Publication details
-
Publisher:
Norsk Regnesentral
-
Series:
NR-notat (SAMBA/46/08)
-
Year:
2008
-
Issue:
SAMBA/46/08
-
Number of pages:
35
- You are here: Home
- Publications
- Report
- A new robust IS method for measuring VaR and ES allocations for credit portfolios