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Modelo de factores para pruebas de tensión con un modelo de derechos contingentes del sistema bancario chileno
Gray, Dale; Walsh, James P. - In: Monetaria 31 (2008) 4, pp. 513-558
Persistent link: https://www.econbiz.de/10003851305
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Factor Model for Stress-Testing with a Contingent Claims Model of the Chilean Banking System
Gray, Dale - 2008
developments in Chile and outside, but bank responses are highly heterogeneous. To reduce the number of variables linked to the … magnitude and persistence of responses of bank credit risk can vary across banks in the system …
Persistent link: https://www.econbiz.de/10014401473
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Adjusted money's worth ratios in life annuities
Casassus, Jaime; Walker Hitschfeld, Eduardo - 2013
Persistent link: https://www.econbiz.de/10009765774
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Risk management in banking : credit risk management and bank closure policies
Erlenmaier, Ulrich (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001643266
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Ausfallbasiertes Hedging von Finanzderivaten
Schulmerich, Marco - 2002 - 1. Aufl
Persistent link: https://www.econbiz.de/10001658270
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Comparing the performance of market-based and accounting-based bankruptcy prediction models
Agarwal, Vineet; Taffler, Richard J. - In: Journal of banking & finance 32 (2008) 8, pp. 1541-1551
Persistent link: https://www.econbiz.de/10003749343
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Bank default indicators with volatility clustering
Kenç, Turalay; Cevik, Emrah Ismail; Dibooglu, Sel - In: Annals of finance 17 (2021) 1, pp. 127-151
Persistent link: https://www.econbiz.de/10012489940
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Extracting implied volatilities from bank bonds
Bianchi, Michele Leonardo; Tassinari, Gian Luca - In: Quantitative finance 23 (2023) 7/8, pp. 1177-1197
Persistent link: https://www.econbiz.de/10014321670