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Measuring the Discriminative P...
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1
Measuring the discriminative power of rating systems
Engelmann, Bernd
(
contributor
);
Hayden, Evelyn
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10002132884
Saved in:
2
Measuring the Discriminative Power of Rating Systems
Engelmann, Bernd
-
2016
Persistent link: https://www.econbiz.de/10012989347
Saved in:
3
Testing rating accuracy
Engelmann, Bernd
;
Tasche, Dirk
- In:
Credit risk models and management
,
(pp. 307-323)
.
2004
Persistent link: https://www.econbiz.de/10002432559
Saved in:
4
Estimation of a rating model for corporate exposures
Hayden, Evelyn
- In:
The Basel II risk parameters : estimation, validation, …
,
(pp. 13-24)
.
2006
Persistent link: https://www.econbiz.de/10003375954
Saved in:
5
Measures of a rating's discriminative power - applications and limitations
Engelmann, Bernd
- In:
The Basel II risk parameters : estimation, validation, …
,
(pp. 263-287)
.
2006
Persistent link: https://www.econbiz.de/10003376043
Saved in:
6
Bewertung von Krediten mit Tilgungsrechten
Engelmann, Bernd
- In:
Handbuch Treasury : ganzheitliche Risikosteuerung in …
,
(pp. 233-257)
.
2011
Persistent link: https://www.econbiz.de/10009311457
Saved in:
7
Risk management of loans with embedded options
Engelmann, Bernd
- In:
The Basel II risk parameters : estimation, validation, …
,
(pp. 391-414)
.
2011
Persistent link: https://www.econbiz.de/10008989891
Saved in:
8
Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
Saved in:
9
Modeling credit risk in the presence of central bank and government intervention
Engelmann, Bernd
- In:
The journal of risk model validation
16
(
2022
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014540302
Saved in:
10
Expected shortfall and beyond
Tasche, Dirk
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1519-1533
Persistent link: https://www.econbiz.de/10001688699
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