Narrow search
Showing 1 - 4 of 4
Cover Image
Modeling ultimate loss given default on corporate debt
Jacobs, Michael <Jr.>; Karagozoglu, Ahmet K. - In: The journal of fixed income 21 (2011) 1, pp. 6-20
Persistent link: https://www.econbiz.de/10009314976
Cover Image
Bank capital and new regulatory requirements for risks in trading portfolios
Inanoglu, Hulusi; Jacobs, Michael <Jr.>; Karagozoglu, … - In: The journal of fixed income 23 (2014) 4, pp. 71-88
Persistent link: https://www.econbiz.de/10010388870
Cover Image
Stress testing and model validation : application of the Bayesian approach to a credit risk portfolio
Jacobs, Michael <Jr.>; Karagozoglu, Ahmet K.; … - In: The journal of risk model validation 9 (2015) 3, pp. 41-70
Persistent link: https://www.econbiz.de/10011410323
Cover Image
Capital adequacy rules for commodities and gold : new market constraint?
Junz, Helen B.; Martell, Terrence F. - 1997
Persistent link: https://www.econbiz.de/10000645971