Narrow search
Showing 1 - 6 of 6
Cover Image
Risk-neutral versus objective loss distribution and CDO tranche valuation
Torresetti, Roberto; Brigo, Damiano; Pallavicini, Andrea - In: Journal of risk management in financial institutions 2 (2008/09) 2, pp. 175-192
Persistent link: https://www.econbiz.de/10003831749
Cover Image
Credit valuation adjustment tail risk and the impact of wrong way trades
Skoglund, Jimmy; Vestal, Doug; Chen, Wei - In: Journal of risk management in financial institutions 6 (2012/13) 3, pp. 280-310
Persistent link: https://www.econbiz.de/10010197071
Cover Image
Credit models and the crisis : an overview
Brigo, Damiano; Pallavicini, Andrea; Torresetti, Roberto - In: Journal of risk management in financial institutions 4 (2010/11) 3, pp. 243-253
Persistent link: https://www.econbiz.de/10009271192
Cover Image
Credit risk term-structures for lifetime impairment forecasting : a practical guide
Skoglund, Jimmy - In: Journal of risk management in financial institutions 10 (2016/2017) 2, pp. 177-195
Persistent link: https://www.econbiz.de/10011670671
Cover Image
Stage transfer effect on impairment forecasts
Skoglund, Jimmy; Chen, Wei - In: Journal of risk management in financial institutions 11 (2017/2018) 3, pp. 244-256
Persistent link: https://www.econbiz.de/10011942536
Cover Image
Forecast of forecast : an analytical approach to stressed impairment forecasting
Skoglund, Jimmy; Chen, Wei - In: Journal of risk management in financial institutions 10 (2016/2017) 3, pp. 238-256
Persistent link: https://www.econbiz.de/10011800733