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A leverage ratio rule for capital adequacy
Jarrow, Robert A. - In: Journal of banking & finance 37 (2013) 3, pp. 973-976
Persistent link: https://www.econbiz.de/10009708725
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Incorporating the dynamics of leverage into default prediction
Löffler, Gunter; Maurer, Alina - In: Journal of banking & finance 35 (2011) 12, pp. 3351-3361
Persistent link: https://www.econbiz.de/10009384181
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Ratings versus market-based measures of default risk in portfolio governance
Löffler, Gunter - In: Journal of banking & finance 28 (2004) 11, pp. 2715-2746
Persistent link: https://www.econbiz.de/10002361911
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An anatomy of rating through the cycle
Löffler, Gunter - In: Journal of banking & finance 28 (2004) 3, pp. 695-720
Persistent link: https://www.econbiz.de/10001911194
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The intersection of market and credit risk
Jarrow, Robert A.; Turnbull, Stuart M. - In: Journal of banking & finance 24 (2000) 1/2, pp. 271-299
Persistent link: https://www.econbiz.de/10001432993
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The effects of estimation error on measures of portfolio credit risk
Löffler, Gunter - In: Journal of banking & finance 27 (2003) 8, pp. 1427-1453
Persistent link: https://www.econbiz.de/10001770305