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UNA PROPUESTA DE CREDITMETRICS Y EXPECTED SHORTFALL PARA MEDICIÓN DE RIESGO CREDITICIO Risk Risk Fuente Standard & Poor’s CreditWeek (15 de abril de 1996), CMES al 1% para un bono Ver la segunda sección Extensión a un portafolio de dos bonos Journal of Banking and Finance, 2nd Edition. 2nd Edition. Journal of Banking and Finance, 3ª Edición. Risk Journal of Banking and Finance Journal of Banking and Finance Theory and Applications. Journal of Finance, Capital Allocation and Performance Measurement. Journal of Risk, Research Report Value at Risk and Other New Paradigms, 2nd Edition. Pricing and Implementation.