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Archived publication

Archived publication

Integrated Risk Modelling

Dimakos, Xeni Kristine; Aas, Kjersti

December 01, 2003


  • Filename: 3828/Dimakos_-_Integrated_Risk_Modelling.pdf
  • Target groups: Financial risk managers
  • Areas: Financial and insurance risk
  • Keywords: Total risk, Credit risk, Market risk, Operational risk, Correlation, Simulation
  • Page(s): 16
  • Name and number of project: 830105, StAR
  • Title: Integrated Risk Modelling
  • Author(s): Dimakos, Xeni Kristine; Aas, Kjersti
  • ISBN: 82-539-0506-8
  • Report number: 998
  • Published date: December 01, 2003
  • URL: http://publications.nr.no/3828/Dimakos_-_Integrated_Risk_Modelling.pdf
  • DOI:


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Postal address: Norsk Regnesentral/Norwegian Computing Center, P.O. Box 114 Blindern, NO-0314 Oslo, Norway
Visit address: Norsk Regnesentral, Gaustadalleen 23a, Kristen Nygaards hus, NO-0373 Oslo.
Phone: (+47) 22 85 25 00
AddressHow to get to NR