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Portfolio selection
8
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8
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7
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The handbook of credit portfolio management
24
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ECONIS (ZBW)
24
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Implementing credit portfolio management
Ridder, Thomas
- In:
The handbook of credit portfolio management
,
(pp. 3-19)
.
2009
Persistent link: https://www.econbiz.de/10003778179
Saved in:
2
Credit portfolio management : accounting implications
Burmester, Christian
- In:
The handbook of credit portfolio management
,
(pp. 21-37)
.
2009
Persistent link: https://www.econbiz.de/10003778182
Saved in:
3
The new Basel capital framework (Basel II) and its impact on investment decisions : an overview
Knocinski, Martin
- In:
The handbook of credit portfolio management
,
(pp. 39-65)
.
2009
Persistent link: https://www.econbiz.de/10003778185
Saved in:
4
Basel II expected loss as a control parameter
Appasamy, Bernd
;
Dörr, Uwe
- In:
The handbook of credit portfolio management
,
(pp. 67-78)
.
2009
Persistent link: https://www.econbiz.de/10003778189
Saved in:
5
Credit risk capital allocation and performance measurement in banking institutions
Poti, Valerio
- In:
The handbook of credit portfolio management
,
(pp. 79-95)
.
2009
Persistent link: https://www.econbiz.de/10003778193
Saved in:
6
Characteristics of credit assets and their relevance for credit asset management
Bucher, Stephan
;
Frowein, Jochen von
- In:
The handbook of credit portfolio management
,
(pp. 99-122)
.
2009
Persistent link: https://www.econbiz.de/10003778197
Saved in:
7
Default dependency modeling : an introduction to theory and application
Bank, Sabine
;
Schwarz, Mathias
- In:
The handbook of credit portfolio management
,
(pp. 123-144)
.
2009
Persistent link: https://www.econbiz.de/10003778198
Saved in:
8
A credit contagion model for the dynamics of the rating transitions in a small- and medium-sized enterprises bank loan portfolio
Basso, Antonella
;
Gusso, Riccardo
- In:
The handbook of credit portfolio management
,
(pp. 145-161)
.
2009
Persistent link: https://www.econbiz.de/10003778204
Saved in:
9
Copula-based credit rating model for evaluating basket credit derivatives
Papageorgiou, Nicolas
;
Rémillard, Bruno
;
Gardère, Jean-Luc
- In:
The handbook of credit portfolio management
,
(pp. 163-180)
.
2009
Persistent link: https://www.econbiz.de/10003778231
Saved in:
10
Mark-to-market valuation of illiquid loans
Becker, Claas
- In:
The handbook of credit portfolio management
,
(pp. 181-193)
.
2009
Persistent link: https://www.econbiz.de/10003778233
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