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~subject:"dynamic beta density"
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Search: subject:"Loss Given Default"
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dynamic beta density
Credit risk
136
Kreditrisiko
133
Insolvency
85
Insolvenz
85
Loss given default
76
loss given default
75
Basler Akkord
69
Basel Accord
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Verlust
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Theorie
49
Theory
46
Kreditgeschäft
45
Bank lending
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Loss
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Loss Given Default
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Forecasting model
35
Prognoseverfahren
35
credit risk
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Kreditwürdigkeit
30
Credit rating
29
probability of default
24
Financial services
21
Finanzdienstleistung
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Recovery rate
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Statistical distribution
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Statistische Verteilung
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Risikomaß
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Risk measure
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Hypothek
16
Mortgage
16
Risikomanagement
15
Basel II
14
Forecasting
14
Portfolio-Management
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Risk management
14
Portfolio selection
13
loss given default (LGD)
13
recovery rate
13
Correlation
11
Schätzung
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Creal, Drew
6
Koopman, Siem Jan
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Schwaab, Bernd
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Lucas, Andre
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Lucas, André
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Tinbergen Institute
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Observation driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, …
-
2013
new mixed-measurement framework for the signal extraction and forecasting of macro, credit, and
loss
given
default
risk …
Persistent link: https://www.econbiz.de/10011605671
Saved in:
2
Observation driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, …
-
European Central Bank
-
2013
new mixed-measurement framework for the signal extraction and forecasting of macro, credit, and
loss
given
default
risk …
Persistent link: https://www.econbiz.de/10010753728
Saved in:
3
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, Andre
-
2011
-measurement framework for the signal extraction and forecasting of macro, credit, and
loss
given
default
risk conditions for U.S. Moody …
Persistent link: https://www.econbiz.de/10010325908
Saved in:
4
Observation driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, …
-
2011
-measurement framework for the signal extraction and forecasting of macro, credit, and
loss
given
default
risk conditions for U.S. Moody …
Persistent link: https://www.econbiz.de/10011383248
Saved in:
5
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, Andre
-
Tinbergen Institute
-
2011
new mixed-measurement framework for the signal extraction and forecasting of macro, credit, and
loss
given
default
risk …
Persistent link: https://www.econbiz.de/10008867497
Saved in:
6
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, Andre
-
Tinbergen Instituut
-
2011
-measurement framework for the signal extraction and forecasting of macro, credit, and
loss
given
default
risk conditions for U.S. Moody …
Persistent link: https://www.econbiz.de/10011257450
Saved in:
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