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Using the market value of equity to signal banking sector vulnerabilities
Kerry, Will - In: Journal of risk management in financial institutions 13 (2019/2020) 2, pp. 135-144
Persistent link: https://www.econbiz.de/10012250020
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An alternative methodology for estimating credit quality transition matrices
Gómez-González, José E.; Morales Acevedo, Paola; … - In: Journal of risk management in financial institutions 2 (2008/09) 4, pp. 353-364
Persistent link: https://www.econbiz.de/10003907276
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Implied asset correlation in retail loan portfolios
Botha, Marius; Van Vuuren, Gary - In: Journal of risk management in financial institutions 3 (2009/10) 2, pp. 156-173
Persistent link: https://www.econbiz.de/10003963534
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A Kalman-filtered model of credit spreads
Corelli, Angelo - In: Journal of risk management in financial institutions 4 (2010/11) 2, pp. 180-188
Persistent link: https://www.econbiz.de/10009154315
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A risk-adjusted pricing model for bank loans : challenging issues from Basel II
Curcio, Domenico; Gianfrancesco, Igor - In: Journal of risk management in financial institutions 4 (2010/11) 2, pp. 117-145
Persistent link: https://www.econbiz.de/10009154325
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Credit Bu VaR : asymmetric spread VaR with default
Wong, Max - In: Journal of risk management in financial institutions 5 (2011/12) 1, pp. 86-95
Persistent link: https://www.econbiz.de/10009503106
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The calculation of portofolio unexpected loss in credit and operational risk
Samuels, Michael - In: Journal of risk management in financial institutions 5 (2011/12) 1, pp. 76-85
Persistent link: https://www.econbiz.de/10009503109
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The crash-NIG copula model : risk measurement and management of credit portfolios
Schlösser, Anna; Zagst, Rudi - In: Journal of risk management in financial institutions 4 (2010/11) 4, pp. 392-418
Persistent link: https://www.econbiz.de/10009507706
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The computation of optimised credit transition matrices
Long, Kete; Keenan, Sean C.; Neagu, Radu; Ellis, John A.; … - In: Journal of risk management in financial institutions 4 (2010/11) 4, pp. 370-391
Persistent link: https://www.econbiz.de/10009507707
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Special issue: Stress testing
Hopper, Greg (contributor) - 2014
Persistent link: https://www.econbiz.de/10010259553