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~subject:"Theorie"
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Risk management : challenge and opportunity ; with 125 tables
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Risk management decisions and wealth management in financial economics
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Stochastic optimization: theory and applications
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Measuring and managing credit portfolio risk
Wilson, Thomas Charles
- In:
Risk measurement, econometrics and neural networks : …
,
(pp. 259-306)
.
1998
Persistent link: https://www.econbiz.de/10001305352
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Region and sector effects in stress testing of commercial loan portfolio
Zhu, Steven H.
- In:
Commercial banking risk management : regulation in the …
,
(pp. 201-229)
.
2017
Persistent link: https://www.econbiz.de/10011607045
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Stress testing in credit portfolio models
Kalkbrener, M.
;
Overbeck, Ludger
- In:
Applied quantitative finance
,
(pp. 153-176)
.
2017
Persistent link: https://www.econbiz.de/10011794959
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Term structure of loss cascades in portfolio securitisation
Overbeck, Ludger
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Wagner, Christoph
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Applied quantitative finance
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(pp. 207-221)
.
2017
Persistent link: https://www.econbiz.de/10011794963
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Efficient simulations for a Bernoulli mixture model of portfolio credit risk
Başoğlu, İsmail
;
Hörmann, Wolfgang
;
Sak, Halis
- In:
Advances of OR in commodities and financial modeling
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(pp. 113-128)
.
2018
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When risk weights increase the risk : some concerns for capital regulation
Varsanyi, Zoltan
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Financial markets and the global recession
,
(pp. 57-78)
.
2010
Persistent link: https://www.econbiz.de/10009614254
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Dynamic asset allocation with default and systemic risks
Sbuelz, Alessandro
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Handbook of recent advances in commodity and financial …
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(pp. 241-250)
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2018
Persistent link: https://www.econbiz.de/10011898643
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Regulatory impacts on credit portfolio management
Theiler, Ursula
;
Bugera, Vladimir
;
Revenko, Alla
; …
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Operations research proceedings 2002 : selected papers …
,
(pp. 335-340)
.
2003
Persistent link: https://www.econbiz.de/10001752031
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Capital allocation with CreditRisk+
Tasche, Dirk
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CreditRisk+ in the banking industry
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(pp. 25-43)
.
2004
Persistent link: https://www.econbiz.de/10002108692
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Numerically stable computation of CreditRisk+
Haaf, Hermann
;
Reiß, Oliver
;
Schoenmakers, John
- In:
CreditRisk+ in the banking industry
,
(pp. 69-77)
.
2004
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