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subject:"Basler Akkord"
subject:"Kreditgeschäft"
~isPartOf:"Discussion paper"
~isPartOf:"European journal of operational research : EJOR"
~person:"Betz, Jennifer"
~person:"Patin, Antoine"
~subject:"Operationelles Risiko"
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Basler Akkord
Kreditgeschäft
Operationelles Risiko
Bank lending
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Betz, Jennifer
Patin, Antoine
Abbassi, Puriya
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Gondzio, Jacek
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Gündüz, Yalın
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Discussion paper
European journal of operational research : EJOR
Center of Finance dissertation series
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ECONIS (ZBW)
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Loss functions for Loss Given Default model comparison
Hurlin, Christophe
;
Leymarie, Jérémy
;
Patin, Antoine
- In:
European journal of operational research : EJOR
268
(
2018
)
1
,
pp. 348-360
Persistent link: https://www.econbiz.de/10011813102
Saved in:
2
Systematic effects among loss given defaults and their Implications on downturn estimation
Betz, Jennifer
;
Kellner, Ralf
;
Rösch, Daniel
- In:
European journal of operational research : EJOR
271
(
2018
)
3
,
pp. 1113-1144
Persistent link: https://www.econbiz.de/10011903289
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