TY - JOUR T1 - Credit Loss Distributions and Required Capital For Derivatives Portfolios JF - The Journal of Fixed Income SP - 6 LP - 14 DO - 10.3905/jfi.1994.408101 VL - 4 IS - 1 AU - Ben Iben AU - Rupert Brotherton-Ratcliffe Y1 - 1994/06/30 UR - https://pm-research.com/content/4/1/6.abstract N2 - 300 Multiple ChoicesThis is a pdf-only article and there is no markup to show you.full-text.pdf ER -