Measuring value-at-risk in project finance transactions

European Financial Management

Volumn 13, Issue 1, 2007, Pages 135-158

  Gatti, Stefano ^a   Rigamonti, Alvaro ^b   Saita, Francesco ^a   Senati, Mauro ^c  

^a BOCCONI UNIVERSITY   (Italy)

^b De Eccher Group

^c Intesa Sanpaolo SpA   (Italy)

Author keywords

Credit risk management; Project finance; VaR

Indexed keywords

EID: 33847266236     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/j.1468-036X.2006.00288.x     Document Type: Review

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