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Displaying results 1 to 25 of 2039.
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Rating agency actions and the pricing of debt and equity of European banks
what can we infer about private sector monitoring of bank soundness? -
Dynamic modeling of credit portfolio risk with time-discrete hazard rates
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Zinsswaps
Funktionsweise, Bewertung und Diskussion -
The link between default and recovery rates
effects on the procyclicality of regulatory capital ratios -
Models of joint defaults in credit risk management
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Credit risk measurement and procyclicality
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A survey of cyclical effects in credit risk measurement models
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Einfache ökonometrische Verfahren für die Kreditrisikomessung
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Zur Ermittlung systematischer Risikofaktoren und Korrelationen in "bedingten" Kreditportfoliomodellen
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Zinsänderungsrisiken
optimaler Einsatz von Futures beim Risikomanagement der Banken -
Wolfgang Stützels "bestandsökonomische Darstellung" und die neuere Finanzierungstheorie
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Credit risk and business cycle over different regimes
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Confidence intervals for asset correlations in the asymptotic single risk factor model
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Confidence intervals for correlations in the asymptotic single risk factor model
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Confidence intervals for quantiles of a Vasicek-distributed credit portfolio loss
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Risikomaßzahlen für Kreditportfoliotranchen
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Credit portfolio correlations and uncertainty
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Ratio calculandi periculi - ein analytischer Ansatz zur Bestimmung der Verlustverteilung eines Kreditportfolios
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Rating migrations
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Ausfallrisiko
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Granularität dominiert Korrelation
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Monitored finance, usury and credit rationing
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Risk in agriculture as impediment to rural lending
the case of North-Western Kazakhstan -
Rating agency actions and the pricing of debt and equity of European banks
what can we infer about private sector monitoring of bank soundness? -
The use of portfolio credit risk models in central banks