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Showing results 1 to 9 of 9

Issue Date	Title	Author(s)
16-Oct-2013	A value at risk analysis of credit default swaps	-
16-Oct-2013	Asset correlations and credit portfolio risk: an empirical analysis	-
16-Oct-2013	Incorporating prediction and estimation risk in point-in-time credit portfolio models	-
16-Oct-2013	Measuring business sector concentration by an infection model	-
16-Oct-2013	Meta-analysis of the business cycle correlation between the Euro Area and the CEECs	-
16-Oct-2013	Model averaging and value-at-risk based evaluation of large multi asset volatility models for risk management	-
16-Oct-2013	The impact of downward rating momentum on credit portfolio risk	-
16-Oct-2013	The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation	-
16-Oct-2013	Time series properties of a rating system based on financial ratios	-

Showing results 1 to 9 of 9