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~isPartOf:"The accounting review : a publication of the American Accounting Association"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Risikomaß"
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The accounting review : a publication of the American Accounting Association
The journal of credit risk : published quarterly by Incisive Media
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12
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7
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Financial services at the crossroads: capital regulation in the twenty-first century
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Risk assessment and financial regulation in emerging markets' banking : trends and prospects
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Primary-firm-driven portfolio loss
Turnbull, Stuart M.
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
2
,
pp. 33-52
Persistent link: https://www.econbiz.de/10011777676
Saved in:
2
Stochastic loss given default and exposure at default in a structural model of portfolio credit risk
Kaposty, Florian
;
Löderbusch, Matthias
;
Maciag, Jakob
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
1
,
pp. 95-123
Persistent link: https://www.econbiz.de/10011670772
Saved in:
3
The robustness of estimatiors in structural credit loss distributions
Batiz-Zuk, Enrique
;
Christodoulakis, George A.
;
Poon, …
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
2
,
pp. 67-97
Persistent link: https://www.econbiz.de/10011298505
Saved in:
4
Generalized beta regression models for random loss given default
Huang, Xinzheng
;
Oosterlee, Cornelis W.
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
1
,
pp. 45-70
Persistent link: https://www.econbiz.de/10009424789
Saved in:
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