RT Journal Article
SR Electronic
T1 Credit Loss Distributions and Required Capital For Derivatives Portfolios
JF The Journal of Fixed Income
FD Institutional Investor Journals
SP 6
OP 14
DO 10.3905/jfi.1994.408101
VO 4
IS 1
A1 Ben Iben
A1 Rupert Brotherton-Ratcliffe
YR 1994
UL https://pm-research.com/content/4/1/6.abstract
AB