Klaus Böcker - Central Bank Research Hub

Papers by year: All | 2008

Title Other author(s)

Interaction of market and credit risk:an analysis of inter-risk correlation and risk aggregation

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2008/11, 02.06.2008)

JEL: C13, G21, G28, G31

Papers by year: All | 2008