Comparative analysis of alternative credit risk models: An application on German middle market loan portfolios
Year of publication: |
2001
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Authors: | Kern, Markus ; Rudolph, Bernd |
Institutions: | Center for Financial Studies |
Subject: | credit risk management | portfolio modelling | medium-sized debtors |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2001/03 |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; G21 - Banks; Other Depository Institutions; Mortgages ; G33 - Bankruptcy; Liquidation |
Source: |
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Kern, Markus, (2001)
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Kern, Markus, (2001)
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An Empirical Analysis of Personal Bankruptcy and Delinquency
Gross, David B., (1999)
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Bernd Rudolph und sein Wirken am CFS
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Value-at-Risk-Limitstrukturen zur Steuerung und Begrenzung von Marktrisiken im Aktienbereich
Beeck, Helmut, (1997)
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Henke, Sabine, (1998)
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