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1985-1998
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ECONIS (ZBW)
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Analytical solution for the loss distribution of a collateralized loan under a quadratic Gaussian default intensity process
Yamashita, Satoshi
;
Yoshiba, Toshinao
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2011
Persistent link: https://www.econbiz.de/10009377393
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Analytical solution for expected loss of a collateralized loan : a square-root intensity process negatively correlated with collateral value
Yamashita, Satoshi
;
Yoshiba, Toshinao
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2010
Persistent link: https://www.econbiz.de/10003982620
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Credit risk assessment considering variations in exposure : application to commitment lines
Fujiwara, Shigeaki
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2008
Persistent link: https://www.econbiz.de/10003650951
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The choice of lending patterns by Japanese banks during the 1980s and 1990s : the causes and consequences of a real estate lending boom
Tsuru, Kōtarō
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2001
Persistent link: https://www.econbiz.de/10001589581
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5
Should banks choose collateral or non-collateral lending? : The impact of project's risk, bank's monitoring efficiency and land price inflation
Tsuru, Kotaro
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2001
Persistent link: https://www.econbiz.de/10001589586
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