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Four Essays on Robustification of Portfolio Models
Schanbacher, Peter - 2013
Persistent link: https://www.econbiz.de/10010408120
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CreditRisk+ in the banking industry
Gundlach, Matthias (ed.) - 2004
CreditRisk+ is an important and widely implemented default- mode model of portfolio credit risk, based on a methodology from acturial mathematics. This book gives an account of the status quo as well as new and recent developments of the credit risk model CreditRisk+, which is widespread in...
Persistent link: https://www.econbiz.de/10001851220
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Il rischio di credito : metodologie avanzate di previsione delle insolvenze
Bertoni, Alberto (contributor); Ecchia, Stefano (ed.) - 1996
Persistent link: https://www.econbiz.de/10000971305
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Credit Risk und Value-at-Risk Alternativen : Herausforderungen für das Risk-Management
Oehler, Andreas (ed.) - 1998
Persistent link: https://www.econbiz.de/10000664860
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Auswirkungen des Planungshorizonts und der Ausfallwahrscheinlichkeit auf die Portfolio-Bildung
Bamberg, Günter - In: Wirtschafts- und Sozialstatistik heute : Theorie und …, (pp. 215-232). 1997
Persistent link: https://www.econbiz.de/10001296667
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Measuring and managing credit portfolio risk
Wilson, Thomas Charles - In: Risk measurement, econometrics and neural networks : …, (pp. 259-306). 1998
Persistent link: https://www.econbiz.de/10001305352
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Analyse und Bewertung des Ausfallrisikos bei nicht börsengehandelten bedingten Finanzderivaten : eine spezifische Adaption des Value-at-Risk-Ansatzes
König, Alexander - In: Finanzierung, (pp. 65-80). 1997
Persistent link: https://www.econbiz.de/10001320742
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Region and sector effects in stress testing of commercial loan portfolio
Zhu, Steven H. - In: Commercial banking risk management : regulation in the …, (pp. 201-229). 2017
Persistent link: https://www.econbiz.de/10011607045
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Eigenkapitaloptimierung durch trennscharfe Bestandsratings
Bröker, Frank - 2017
Persistent link: https://www.econbiz.de/10011637283