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Tubella Domingo

As seen in: Dialnet - Universidad de La Rioja
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Articles

Credit portfolio losses with climate change factors

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By Oriol Domingo, Luis Gracia, Tubella Domingo, Ortiz Gracia
| Dialnet - Universidad de La Rioja
Ayuda Buscar en la ayuda Buscar en la ayuda Credit portfolio losses with climate change factors Autores: Oriol Tubella Domingo, Luis Ortiz Gracia Localización: Documents de Treball ( IREA ), Nº. 15, 2025 Idioma: inglés Enlaces Texto completo (pdf) Resumen In this work, we consider the problem of computing risk measures of a credit portfolio via the evaluation of the characteristic function of the loss variable.
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