Mapping corporate drift towards default: Part 1: a market-based approach
Year of publication: |
2007
|
---|---|
Authors: | Bandyopadhyay, Arindam |
Published in: |
Journal of Risk Finance. - Emerald Group Publishing. - Vol. 8.2007, January, 1, p. 35-45
|
Publisher: |
Emerald Group Publishing |
Subject: | Corporate finances | Credit management | Default | Financial modeling | India | Risk analysis |
-
Mapping corporate drift towards default
Bandyopadhyay, Arindam, (2007)
-
Calibrating asset correlation for Indian corporate exposures: Implications for regulatory capital
Bandyopadhyay, Arindam, (2007)
-
Calibrating asset correlation for Indian corporate exposures
Bandyopadhyay, Arindam, (2007)
- More ...
-
A note on measurement and management of credit risk under Basel II
Bandyopadhyay, Arindam, (2008)
-
Empirical estimation of default and asset correlation of large corporates and banks in India
Bandyopadhyay, Arindam, (2013)
-
Managing portfolio credit risk in banks
Bandyopadhyay, Arindam, (2016)
- More ...