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  • Search: subject:"Asymptotic Single Risk Factor"
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Year of publication
Subject
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Asymptotic Single Risk Factor 3 Credit risk 3 Kreditrisiko 3 Asset correlation 2 Asymptotic Single Risk factor Model 2 Basel III 2 CRR/CRD IV 2 Composite Likelihood 2 Corporate Risk 2 Estimation theory 2 Indirect Inference 2 Induktive Statistik 2 Instrumental Model 2 Maximum likelihood estimation 2 Maximum-Likelihood-Schätzung 2 Pseudo Maximum Likelihood 2 Risiko 2 Risikomanagement 2 Risk 2 Risk management 2 SME Supporting Factor 2 SME finance 2 Schätztheorie 2 Statistical inference 2 Bank lending 1 Basel Accord 1 Basel Regulation 1 Basler Akkord 1 Corporate finance 1 Correlation 1 Credit Risk Modeling 1 Default-implied Asset Correlation 1 KMU 1 Korrelation 1 Kreditgeschäft 1 Portfolio selection 1 Portfolio-Management 1 Risikomaß 1 Risk measure 1 SME 1
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Online availability
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Free 5
Type of publication
All
Book / Working Paper 4 Article 1
Type of publication (narrower categories)
All
Working Paper 4 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 5
Author
All
Dietsch, Michel 2 Düllmann, Klaus 2 Fraisse, Henri 2 Gouriéroux, Christian 2 Koziol, Philipp 2 Monfort, Alain 2 Ott, Christine 2 Ammari, Mustapha 1 Lakhnati, Ghizlane 1
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Published in...
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Série des documents de travail 2 Bundesbank Discussion Paper 1 Discussion paper 1 International journal of economics and financial issues : IJEFI 1
Source
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ECONIS (ZBW) 4 EconStor 1
Showing 1 - 5 of 5
Cover Image
Default-implied asset correlation : empirical study for Moroccan companies
Ammari, Mustapha; Lakhnati, Ghizlane - In: International journal of economics and financial issues … 7 (2017) 2, pp. 415-425
Persistent link: https://www.econbiz.de/10011789290
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Cover Image
Composite indirect inference with application to corporate risks
Gouriéroux, Christian; Monfort, Alain - 2017
Persistent link: https://www.econbiz.de/10012197830
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Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans
Dietsch, Michel; Düllmann, Klaus; Fraisse, Henri; … - 2016
Using a unique and comprehensive data set on the two largest economies of the Eurozone - France and Germany - this paper first proceeds to a computation of the Gordy formula relaxing the ad hoc sizedependent constraints of the Basel formulas. Our study contributes to Article 501 of the Capital...
Persistent link: https://www.econbiz.de/10011565216
Saved in:
Cover Image
Composite indirect inference with application to corporate risks
Gouriéroux, Christian; Monfort, Alain - 2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
Cover Image
Support for the SME supporting factor : multi-country empirical evidence on systematic risk factor for SME loans
Dietsch, Michel; Düllmann, Klaus; Fraisse, Henri; … - 2016
Using a unique and comprehensive data set on the two largest economies of the Eurozone - France and Germany - this paper first proceeds to a computation of the Gordy formula relaxing the ad hoc sizedependent constraints of the Basel formulas. Our study contributes to Article 501 of the Capital...
Persistent link: https://www.econbiz.de/10011564456
Saved in:
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