The Systemic Risk Implications of Using Credit Ratings Versus Quantitative Measures to Limit Bond Portfolio Risk

Erstveröffentlichung
2020
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Wissenschaftlicher Artikel


Authors
Loeffler, Gunter
Faculties
Fakultät für Mathematik und Wirtschaftswissenschaften
Institutions
Institut für Finanzwirtschaft
Published in
Journal of financial services research ; 58 (2020), 1. - S. 39-57. - ISSN 0920-8550. - eISSN 1573-0735
Link to publication
https://dx.doi.org/10.1007/s10693-019-00321-9
Keywords
Ratings; Structural models of default risk; Systemic risk; Portfolio risk
Dewey Decimal Group
DDC 300 / Social sciences
DDC 330 / Economics
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