Credit Risk Value and Expected Deficit Applying Copulas

Authors: Andrade Cóndor, Alexander

Format: Article

Status: publishedVersion

Description

Publication Year: 2021

Language: spa

Topic: cópula
riesgo de crédito
valor en riesgo de crédito
déficit esperado
Copula
credit risk
value at credit risk
expected deficit
Cópula
risco de crédito
valor em risco de crédito
déficit esperado

Repository: Revista Estudios de la Gestión

Get full text: https://revistas.uasb.edu.ec/index.php/eg/article/view/2579

Rights: openAccess

License