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subject:"Kreditderivat"
~isPartOf:"IMES discussion paper series / Englische Ausgabe"
~subject:"Insolvency"
~type_genre:"Non-commercial literature"
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Kreditderivat
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Wrong-way risk in credit valuation adjustment of credit default swap with copulas
Adachi, Tetsuya
;
Sueshige, Takumi
;
Yoshiba, Toshinao
-
2019
Persistent link: https://www.econbiz.de/10013448467
Saved in:
2
Sovereign default triggered by inability to repay debt
Okachi, Michinao
-
2019
Persistent link: https://www.econbiz.de/10013453892
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3
The ICA-based factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.
;
Giacometti, Rosella
;
Tsuchida, Naoshi
-
2015
Persistent link: https://www.econbiz.de/10011375946
Saved in:
4
Credit risk contagion and the global financial crisis
Takeyama, Azusa
;
Constantinou, Nick
;
Vinogradov, Dmitri V.
-
2012
Persistent link: https://www.econbiz.de/10009660065
Saved in:
5
Analytical solution for the loss distribution of a collateralized loan under a quadratic Gaussian default intensity process
Yamashita, Satoshi
;
Yoshiba, Toshinao
-
2011
Persistent link: https://www.econbiz.de/10009377393
Saved in:
6
Analytical solution for expected loss of a collateralized loan : a square-root intensity process negatively correlated with collateral value
Yamashita, Satoshi
;
Yoshiba, Toshinao
-
2010
Persistent link: https://www.econbiz.de/10003982620
Saved in:
7
Credit risk assessment considering variations in exposure : application to commitment lines
Fujiwara, Shigeaki
-
2008
Persistent link: https://www.econbiz.de/10003650951
Saved in:
8
Analytical solutions for expected and unexpected losses with an additional loan
Yamashita, Satoshi
;
Yoshiba, Toshinao
-
2007
Persistent link: https://www.econbiz.de/10003606900
Saved in:
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