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Risk measurement, risk management and capital adequacy in financial conglomerates

Kuritzkes, Andrew (contributor); Schuermann, Til (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001754461

Measurement and estimation of credit migration matrices

Schuermann, Til (contributor); Jafry, Yusuf (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001754507

The new Basel capital accord and questions for research

Saidenberg, Marc R. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001785525

Firm heterogeneity and credit risk diversification

Hanson, Samuel G. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002636144

Risk measurement, risk management, and capital adequacy in financial conglomerates

Kuritzkes, Andrew; Schuermann, Til; Weiner, Scott M. - In: Brookings-Wharton papers on financial services 6 (2003), pp. 141-193

Persistent link: https://www.econbiz.de/10001788614

Measurement, estimation and comparison of credit migration matrices

Jafry, Yusuf; Schuermann, Til - In: Journal of banking & finance 28 (2004) 11, pp. 2603-2639

Persistent link: https://www.econbiz.de/10002361880

What we know, don't know, and can't know about bank risk : a view from the trenches

Kuritzkes, Andrew; Schuermann, Til - In: The known, the unknown, and the unknowable in financial …, (pp. 103-144). 2010

Persistent link: https://www.econbiz.de/10003991922

Scope for credit risk diversification

Hanson, Samuel G. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002808771

Firm heterogeneity and credit risk diversification

Hanson, Samuel G.; Pesaran, M. Hashem; Schuermann, Til - 2005

This paper considers a simple model of credit risk and derives the limit distribution of losses under different assumptions regarding the structure of systematic and idiosyncratic risks and the nature of firm heterogeneity. The theoretical results obtained indicate that if firm-specific risk...

Persistent link: https://www.econbiz.de/10003143938

Firm heterogeneity and credit risk diversification

Hanson, Samuel G. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003120648