Estimering av markedsrisiko i DnBs totalrisikomodell

Hobæk Haff, Ingrid;Dimakos, Xeni Kristine

October 15, 2003

SAMBA

• Areas: Finans, forsikring og el-kraft
• Keywords: Estimering, Kredittap, Korrelasjon, Markedsmodeller, Regresjon
• Page(s): 44
• Name and number of project: 220085
• Title: Estimering av markedsrisiko i DnBs totalrisikomodell
• Author(s): Hobæk Haff, Ingrid;Dimakos, Xeni Kristine
• Report number: SAMBA/16/03
• Published date: October 15, 2003