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type_genre:"Aufsatz im Buch"
~institution:"International Center for Financial Asset Management and Engineering"
~type_genre:"Conference paper"
~type_genre:"Conference proceedings"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Kreditrisiko"
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Credit risk
4
Kreditrisiko
4
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Risikomaß
2
Risk measure
2
Business network
1
Estimation
1
Italien
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Italy
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Monte Carlo simulation
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Schätzung
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Sensitivity analysis
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Scaillet, Olivier
2
Cossin, Didier
1
Fabbri, Daniela
1
Fermanian, Jean-David
1
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1
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1
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International Center for Financial Asset Management and Engineering
Basel Committee on Banking Supervision
58
National Bureau of Economic Research
19
The Wharton Financial Institutions Center
10
International Organization of Securities Commissions
9
Internationaler Währungsfonds
8
Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Universität Augsburg / Institut für Volkswirtschaftslehre
6
Compagnie française d'assurance pour le commerce extérieur
5
Nationalekonomiska Institutionen <Lund>
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USA / General Accounting Office
5
Europäisches Parlament / Generaldirektion Interne Politikbereiche der Union / Economic Governance Support Unit
4
Institut für Finanzstabilität
4
Institute of Finance and Accounting <London>
4
SUERF - The European Money and Finance Forum
4
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
3
Bundesverband Credit Management
3
Europäische Investitionsbank
3
Europäische Zentralbank
3
Institut für Weltwirtschaft
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International Association of Insurance Supervisors
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Leibniz-Institut für Wirtschaftsforschung Halle
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Oesterreichische Nationalbank
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Österreich / Finanzmarktaufsicht (FMA)
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Bank für Internationalen Zahlungsausgleich / Committee on the Global Financial System
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Bank of England
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Centre for Economic Policy Research
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Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
2
Conference on ESRB at 1 <1, 2011, Berlin>
2
De Nederlandsche Bank
2
Deutsche Bundesbank
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
European System of Central Banks / Market Operations Committee / Task Force
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European Systemic Risk Board
2
Federal Reserve Bank of Chicago
2
Federal Reserve Bank of San Francisco
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Gottfried Wilhelm Leibniz Universität Hannover
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ECONIS (ZBW)
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Credit risk in a network economy
Schellhorn, Henri
(
contributor
);
Cossin, Didier
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240404
Saved in:
2
On the way to recovery: a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865061
Saved in:
3
Does poor legal enforcement make households credit-constrained?
Fabbri, Daniela
(
contributor
);
Padula, Mario
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791455
Saved in:
4
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:
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