Single-name concentration risk in credit portfolios: a comparison of concentration indices
Year of publication: |
2012-05-22
|
---|---|
Authors: | Calabrese, Raffaella ; Porro, Francesco |
Institutions: | Geary Institute, University College Dublin |
Subject: | credit concentration risk | bank loans | single-name concentration |
-
Single-name concentration risk in credit portfolios : a comparison of concentration indices
Calabrese, Raffaella, (2012)
-
Bank Loans as a Financial Discipline: A Direct Agency Cost of Equity Perspective
Hijazi, Bassem, (2006)
-
Pitfalls in modeling loss given default of bank loans
Hibbeln, Martin, (2011)
- More ...
-
Uniform correlation structure and convex stochastic ordering in the PĂ“lya urn scheme
Calabrese, Raffaella, (2012)
-
Estimating bank loans loss given default by generalized additive models
Calabrese, Raffaella, (2012)
-
Improving Classifier Performance Assessment of Credit Scoring Models
Calabrese, Raffaella, (2012)
- More ...