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Perraudin, William R. M.
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Jackson, Patricia
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Kiesel, Rudiger
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Maude, David J.
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Nickell, Pamela
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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Financial services at the crossroads: capital regulation in the twenty-first century
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1
Regulatory and 'economic' solvency standards for internationally active banks
Jackson, Patricia
;
Perraudin, William R. M.
;
Saporta, …
-
2002
Persistent link: https://www.econbiz.de/10001698813
Saved in:
2
The structure of credit risk : spread volatility and ratings transition
Kiesel, Rudiger
;
Perraudin, William R. M.
;
Taylor, Alex
-
2001
Persistent link: https://www.econbiz.de/10001581509
Saved in:
3
Ratings versus equity-based credit risk modelling : an empirical analysis
Nickell, Pamela
;
Perraudin, William R. M.
;
Varotto, Simone
-
2001
Persistent link: https://www.econbiz.de/10001581512
Saved in:
4
Stability of ratings transitions
Nickell, Pamela
;
Perraudin, William R. M.
;
Varotto, Simone
-
2001
Persistent link: https://www.econbiz.de/10001581515
Saved in:
5
The structure of credit risk : spread volatility and ratings transitions
Kiesel, Rudiger
;
Perraudin, William R. M.
;
Taylor, Alex
-
2001
Persistent link: https://www.econbiz.de/10001600409
Saved in:
6
Bank capital and value at risk
Jackson, Patricia
;
Maude, David J.
;
Perraudin, William R. M.
-
1998
Persistent link: https://www.econbiz.de/10000984817
Saved in:
7
Pricing deposit insurance in the United Kingdom
Maude, David J.
;
Perraudin, William R. M.
-
1995
Persistent link: https://www.econbiz.de/10000907419
Saved in:
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