Advanced dependency modeling in credit risk : lessons for loss given default, lifetime expected loss and bank capital requirements
submitted by Steffen Krüger ; Betreuer: Daniel Rösch
| Alternative title: | Fortgeschrittene Modellierung von Abhängigkeiten im Kreditrisiko - Neue Erkenntnisse zu der Verlustquote, dem erwarteten Verlust über die Restlaufzeit und den Kapitalanforderungen für Banken |
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| Year of publication: |
2017
|
| Authors: | Krüger, Steffen |
| Other Persons: | Rösch, Daniel (degree supervisor) |
| Publisher: |
Regensburg |
| Subject: | credit risk | resolution time | dependency | downturn | lifetime expected loss | loss given default | probability of default | Theorie | Theory | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Insolvenz | Insolvency | Verlust | Loss | Risikomaß | Risk measure | Kreditgeschäft | Bank lending |
freely available
| Extent: | 1 Online-Ressource (circa 211 Seiten) Illustrationen |
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| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Aufsatzsammlung ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Dissertation, Universität Regensburg, 2017 |
| Other identifiers: | 10.5283/epub.36145 [DOI] http://doi.org/10.5283/epub.36145 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012792779