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Browsing by Subject Kreditrisiko

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Showing results 1 to 20 of 28  next >
Issue DateTitleAuthor(s)
16-Oct-2013A "wreckers theory" of financial distress-
16-Oct-2013Asset correlations and credit portfolio risk: an empirical analysis-
16-Oct-2013Credit Risk Factor Modeling and the Basel II IRB Approach-
16-Oct-2013Determinants of Short-Term Debt-
16-Oct-2013Do banks diversify loan portfolios? A tentative answer based on individual bank loan portfolios-
16-Oct-2013Empirical risk analysis of pension insurance: the case of Germany-
16-Oct-2013Endogenous credit derivatives and bank behavior-
16-Oct-2013Estimating asset correlations from stock prices or default rates: which method is superior?-
16-Oct-2013Estimating Bilateral Exposures in the German Interbank Market: Is there a Danger of Contagion?-
16-Oct-2013Firm heterogeneity and credit risk diversification-
16-Oct-2013Forecasting Credit Portfolio Risk-
16-Oct-2013Global business cycles and credit risk-
16-Oct-2013Granularity adjustment for Basel II-
16-Oct-2013Incorporating prediction and estimation risk in point-in-time credit portfolio models-
16-Oct-2013Interaction of market and credit risk: an analysis of inter-risk correlation and risk aggregation-
16-Oct-2013Measuring business sector concentration by an infection model-
16-Oct-2013Measuring the Discriminative Power of Rating Systems-
16-Oct-2013Modelling dynamic portfolio risk using risk drivers of elliptical processes-
16-Oct-2013Regulatory capital for market and credit risk interaction: is current regulation always conservative?-
16-Oct-2013Rollover risk in commercial paper markets and firms' debt maturity choice-
Showing results 1 to 20 of 28  next >