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Credit risk characterisitics of US small business portfolios
Bams, Dennis; Pisa, Magdalena; Wolff, Christian - 2015
Persistent link: https://www.econbiz.de/10011398509
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Ripple effects from industry defaults
Bams, Dennis; Pisa, Magdalena; Wolff, Christian - 2015
Persistent link: https://www.econbiz.de/10011398583
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Modeling default correlation in a US retail loan portfolio
Bams, Dennis; Pisa, Magdalena; Wolff, Christian C - C.E.P.R. Discussion Papers - 2012
This paper generalizes the existing asymptotic single-factor model to address issues related to industry heterogeneity, default clustering and parameter uncertainty of capital requirement in US retail loan portfolios. We argue that the Basel II capital requirement overstates the riskiness of...
Persistent link: https://www.econbiz.de/10011083415
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Spillovers to small business credit risk
Bams, Dennis; Pisa, Magdalena; Wolff, Christiaan … - In: Small business economics : an international journal 57 (2021) 1, pp. 323-352
Persistent link: https://www.econbiz.de/10012582632
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Are capital requirements on small business loans flawed?
Bams, Dennis; Pisa, Magdalena; Wolff, Christiaan … - In: Journal of empirical finance 52 (2019), pp. 255-274
Persistent link: https://www.econbiz.de/10012171145
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Institutiones juris naturae et gentium : in quibus ex ipsa hominis natura continuo nexu omnes obligationes et jura omnia deducuntur
Wolff, Christian von - 1769
Persistent link: https://www.econbiz.de/10012379890