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A Simple Credit Risk Model wit...
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Duellmann, Klaus
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Basel Committee on Banking Supervision
National Bureau of Economic Research
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Institute of Finance and Accounting <London>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer Fachmedien Wiesbaden
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Center for Economic Research <Tilburg>
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Studies on credit risk concentration : an overview of the issues and a synopsis of the results from the Research Task Force project
Duellmann, Klaus
(
contributor
)
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2006
Persistent link: https://www.econbiz.de/10003424668
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2
Foundations of the standardised approach for measuring counterparty credit risk exposures
2014
Persistent link: https://www.econbiz.de/10010506894
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3
Summary of responses received on the report "Credit risk modelling: current practices and applications"
2000
Persistent link: https://www.econbiz.de/10001473535
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4
Credit risk modelling : current practices and applications
1999
Persistent link: https://www.econbiz.de/10001365104
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5
Buffer usability and cyclicality in the Basel framework
Bank für Internationalen Zahlungsausgleich
;
Basel …
-
2022
Persistent link: https://www.econbiz.de/10013476819
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6
Climate-related financial risks : measurement methodologies
Basel Committee on Banking Supervision
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2021
Persistent link: https://www.econbiz.de/10012517717
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