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Benchmarking the Performance of Funding Risk Measures for Credit Facilities Klein, H., Sarin, A. (2012) Other scientific publication
A Quantitative Liquidity Portfolio Model for Credit Facilities Sarin, A., Klein, H. (2012) Other scientific publication
Konsistente Liquiditätskostenverrechnung für Kreditlinien Sarin, A., Klein, H. (2012) Other scientific publication

Duration: 28/04/2010 - 31/12/2012

Funded by: Wirtschaft

Type of project: Individual project

Risikofaktor-basierte Ermittlung von Portfolioverteilungen zur Liquiditätsrisikomessung und -verrechnung von Kreditlinien
Candidate: Klein, Hannes | Supervisors: Pfingsten, Andreas
Period of time: 01/12/2008 - 30/01/2013
Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster