Managing credit risk in a corporate bond portfolio

Journal of Portfolio Management

Volumn 28, Issue 3, 2002, Pages 67-72

  Ramaswamy, Srichander ^a  

^a BANK FOR INTERNATIONAL SETTLEMENTS   (Switzerland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036000680     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2002.319844     Document Type: Review

References (5)

1. Almost everything you wanted to know about recoveries on defaulted bonds
2. Portfolio management of default risk
3. Applying scenario optimization to portfolio credit risk
4. Fixed income portfolio management: Risk modeling, portfolio construction and performance attribution