Credit Loss Distributions and Required Capital For Derivatives Portfolios

• 30 June 1994
• journal article
• Published by With Intelligence LLC in The Journal of Fixed Income
• Vol. 4  (1) , 6-14
• https://doi.org/10.3905/jfi.1994.408101

Abstract

Keywords

• DERIVATIVES PORTFOLIOS
• REQUIRED CAPITAL
• CREDIT LOSS DISTRIBUTIONS