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person:"Scaillet, Olivier"
subject:"Credit risk"
~person:"Rösch, Daniel"
~type_genre:"Graue Literatur"
~type_genre:"Sammelwerk"
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Credit risk
Risikomanagement
13
Risk management
13
Kreditrisiko
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Sensitivity analysis
5
Sensitivitätsanalyse
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1980-2008
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Scaillet, Olivier
Rösch, Daniel
Schuermann, Til
8
Broll, Udo
7
Lucas, André
7
Becker, Axel
5
Rudolph, Bernd
5
Burghof, Hans-Peter
4
Engle, Robert F.
4
Everling, Oliver
4
Fermanian, Jean-David
4
Hanson, Samuel G.
4
Jung, Hyeyoon
4
Koeverden, Andreas van
4
Krahnen, Jan Pieter
4
Pesaran, M. Hashem
4
Schneider-Maessen, Jan
4
Schwaab, Bernd
4
Vries, Casper G. de
4
Wijnbergen, Sweder van
4
Acharya, Viral V.
3
Berner, Richard B.
3
Caporale, Guglielmo Maria
3
Cerrato, Mario
3
Dimitrov, Daniel
3
Eller, Roland
3
Farkas, Walter
3
Franke, Günter
3
Getmansky, Mila
3
Gross, Christian
3
Herbertsson, Alexander
3
Koch Medina, Pablo
3
Konietschke, Paul
3
Kubitza, Christian
3
Lambert, Claudia
3
Lang, William W.
3
Matin, Rastin
3
McAleer, Michael
3
Ongena, Steven
3
Pelizzon, Loriana
3
Petrick, Martin
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Gottfried Wilhelm Leibniz Universität Hannover
1
International Center for Financial Asset Management and Engineering
1
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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1
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ECONIS (ZBW)
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1
Statistical and machine learning for credit and market risk management
Nagl, Maximilian
-
2022
Persistent link: https://www.econbiz.de/10012880193
Saved in:
2
Resolution of defaulted loan contracts : an empirical analysis of default resolution time and loss given default
Betz, Jennifer
-
2018
Persistent link: https://www.econbiz.de/10012198130
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3
Correlated default and parameter risk
Schmelzle, Martin
-
2018
Persistent link: https://www.econbiz.de/10012167010
Saved in:
4
Stress testing for financial institutions : applications, regulations and techniques
Rösch, Daniel
(
ed.
)
-
2008
Persistent link: https://www.econbiz.de/10008738705
Saved in:
5
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
Saved in:
6
Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001812434
Saved in:
7
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001807607
Saved in:
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