credit exposure simulation paper

edult · March 3rd, 2012, 5:13 am

I am looking for the following paper. On the estimation of credit exposures using regression-based Monte Carlo simulationRobert SchöftnerVolume 4 Number 4, Winter 2008/09I dont have subscription to that journal. Can anyone send it to me?Thanks

gamoon07 · May 6th, 2012, 11:15 pm

I have a copy if you still need it. Gary

semanticum · May 10th, 2012, 7:54 am

This paper is available here:On the estimation of credit exposures using regression-based Monte Carlo simulation