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institution:"The Wharton Financial Institutions Center"
subject:"Kreditrisiko"
~institution:"Bank für Internationalen Zahlungsausgleich"
~institution:"Bundesverband Credit Management"
~institution:"Federal Reserve Bank of Chicago"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~institution:"Österreichische Nationalbank <Wien>"
~person:"Rösch, Daniel"
~subject:"Bank liquidity"
~subject:"Bankenliquidität"
~subject:"Bankrisiko"
~subject:"Commercial Paper"
~subject:"Commercial paper"
~subject:"Credit risk"
~subject:"Derivative"
~subject:"Mathematical programming"
~subject:"Zentralbank"
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Kreditrisiko
Bank liquidity
Bankenliquidität
Bankrisiko
Commercial Paper
Commercial paper
Credit risk
Derivative
Mathematical programming
Zentralbank
Credit derivative
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Financial services
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Probability theory
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Risk management
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Wahrscheinlichkeitsrechnung
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hedging parameter risk
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model-free moments of default loss distributions
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stress event intensities
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Rösch, Daniel
Schuermann, Til
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Koeverden, Andreas van
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Schneider-Maessen, Jan
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Schumann, Matthias
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Weiß, Bernd
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Kuritzkes, Andrew
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The Wharton Financial Institutions Center
Bank für Internationalen Zahlungsausgleich
Bundesverband Credit Management
Federal Reserve Bank of Chicago
Gottfried Wilhelm Leibniz Universität Hannover
Österreichische Nationalbank <Wien>
University of Regensburg / Department of Statistics, Faculty of Business and Economics
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Correlated default and parameter risk
Schmelzle, Martin
-
2018
Persistent link: https://www.econbiz.de/10012167010
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