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person:"Saurina, Jesús"
subject:"Kreditgeschäft"
~person:"Altman, Edward I."
~person:"Račev, Svetlozar T."
~subject:"Kreditrisiko"
~type_genre:"Book section"
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Saurina, Jesús
Altman, Edward I.
Račev, Svetlozar T.
Engelmann, Bernd
3
Overbeck, Ludger
3
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3
Schnabel, Christian
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Handbook of heavy tailed distributions in finance
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Macroeconomic stability and financial regulation : key issues for the G20
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The panic of 2008 : causes, consequences and implications for reform
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ECONIS (ZBW)
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Mitigating the procyclicality of Basel II
Repullo, Rafael
;
Saurina, Jesús
;
Trucharte, Carlos
- In:
Macroeconomic stability and financial regulation : key …
,
(pp. 105-112)
.
2011
Persistent link: https://www.econbiz.de/10009244281
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2
Defaults and returns in the high-yield bond market : the year 2008 in review and outlook
Altman, Edward I.
;
Karlin, Brenda J.
- In:
The panic of 2008 : causes, consequences and …
,
(pp. 177-217)
.
2010
Persistent link: https://www.econbiz.de/10008810082
Saved in:
3
Stable modeling of market and credit value at risk
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
;
Khindanova, …
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 249-328)
.
2003
Persistent link: https://www.econbiz.de/10001882089
Saved in:
4
Stable non-Gaussian models for credit risk management
Martin, Bernhard
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 405-441)
.
2003
Persistent link: https://www.econbiz.de/10001882167
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