Browsing by Subject credit risk
Showing results 1 to 5 of 5
| Issue Date | Title | Author(s) |
|---|---|---|
| 16-Oct-2013 | Endogenous credit derivatives and bank behavior | - |
| 16-Oct-2013 | Forecasting Credit Portfolio Risk | - |
| 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 | Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery | - |