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subject:"Kfz-Industrie"
type_genre:"Fallstudie"
~person:"Marzouk, Oussama"
~subject:"Kreditrisiko"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Guidebook"
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Kfz-Industrie
Kreditrisiko
Credit risk
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Credit valuation adjustment
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constant exposure approximation
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counterparty credit risk
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counterparty risk
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Marzouk, Oussama
Jacobs, Michael <Jr.>
8
Rösch, Daniel
8
Arora, Anju
7
Andreeva, Galina
5
Broll, Udo
5
Crook, Jonathan N.
5
Prorokowski, Lukasz
5
Schuermann, Til
5
Welzel, Peter
5
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4
Gatzert, Nadine
4
Hölscher, Reinhold
4
Lucas, André
4
Raviv, Alon
4
Summer, Martin
4
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4
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4
Allen, Franklin
3
Baesens, Bart
3
Bhatt, Anil
3
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3
Chen, Ren-Raw
3
Chen, Tsung-Kang
3
Chen, Wei
3
Cipra, Tomáš
3
Fischer, Matthias
3
Frei, Christoph
3
Grundke, Peter
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Hamerle, Alfred
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Hendrych, Radek
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3
Kumar, Muneesh
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3
Lalon, Raad Mozib
3
Leippold, Markus
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Journal of economic dynamics & control
1
Journal of risk
1
The journal of credit risk : published quarterly by Incisive Media
1
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ECONIS (ZBW)
3
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Counterparty risk : credit valuation adjustment variability and value-at-risk
Breton, Michèle
;
Marzouk, Oussama
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012059879
Saved in:
2
Wrong-way risk of interest rate instruments
Ben-Abdallah, Ramzi
;
Breton, Michèle
;
Marzouk, Oussama
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
2
,
pp. 21-44
Persistent link: https://www.econbiz.de/10012100575
Saved in:
3
Evaluation of counterparty risk for derivatives with early-exercise features
Breton, Michèle
;
Marzouk, Oussama
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 1-20
Persistent link: https://www.econbiz.de/10011973914
Saved in:
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