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~isPartOf:"Risk : managing risk in the world's financial markets"
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Tasche, Dirk
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Kurth, Alexandre
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Martin, Richard
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Risk : managing risk in the world's financial markets
Papers / arXiv.org
26
Journal of banking & finance
4
The journal of credit risk : published quarterly by Incisive Media
4
Journal of Risk and Financial Management
3
Credit risk models and management
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
2
Journal of Banking & Finance
2
Journal of risk and financial management : JRFM
2
Bundesbank Series 2 Discussion Paper
1
CreditRisk+ in the banking industry
1
Discussion Paper Series 2
1
Discussion Paper Series 2: Banking and Financial Studies
1
Discussion paper / Deutsche Bundesbank
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Economic Notes
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Handbuch ökonomisches Kapitel
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Journal of risk
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Journal of risk management in financial institutions
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Operations research proceedings 2003 : selected papers of the International Conference on Operations Research (OR 2003), Heidelberg, September 3 - 5, 2003 ; with 51 tables
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Post-Print / HAL
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Quantitative Finance
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The Basel II risk parameters : estimation, validation, and stress testing : with 58 tables
1
The analytics of risk model validation
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The journal of gambling business and economics
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CREDIT PORTFOLIO RISK: Shortfall: a tall of two parts - The authors show that the expected shortfall, when used in the conditional independence framework, has an elegant decomposit...
Martin, Richard
;
Tasche, Dirk
- In:
Risk : managing risk in the world's financial markets
20
(
2007
)
2
,
pp. 84-89
Persistent link: https://www.econbiz.de/10007607331
Saved in:
2
Credit portfolio risk: Contributions to credit risk - Optimisation of credit portfolios requires that risk contributions be quantified. However, there has been disagreement over wh...
Kurth, Alexandre
;
Tasche, Dirk
- In:
Risk : managing risk in the world's financial markets
16
(
2003
)
3
,
pp. 84-88
Persistent link: https://www.econbiz.de/10007033254
Saved in:
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