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Forecasting and stress testing the risk-based capital requirements for revolving retail exposures
Dunbar, Kwamie - In: Journal of banking regulation 13 (2012) 3, pp. 249-263
Persistent link: https://www.econbiz.de/10009670455
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US corporate default swap valuation : the market liquidity hypothesis and autonomous credit risk
Dunbar, Kwamie (contributor) - 2007
Persistent link: https://www.econbiz.de/10003474194
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Impact of the COVID-19 event on U.S. banks' financial soundness
Dunbar, Kwamie - In: Research in international business and finance 59 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013402063
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Effectively hedging the interest rate risk of wide floating-rate coupon spreads
Schröder, Thomas; Dunbar, Kwamie - In: Journal of risk management in financial institutions 4 (2010/11) 2, pp. 162-179
Persistent link: https://www.econbiz.de/10009154316
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Empirical analysis of credit risk regime switching and temporal conditional default correlation in credit default swap valuation : the market liquidity effect
Dunbar, Kwamie (contributor); Edwards, Albert J. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003474201