Narrow search
Showing 1 - 6 of 6
Cover Image
Stress testing bank profitability
Duane, Michael; Schuermann, Til; Reynolds, Peter - In: Journal of risk management in financial institutions 7 (2014) 1, pp. 72-84
Persistent link: https://www.econbiz.de/10010259555
Cover Image
Stress testing convergence
Gutiérrez Gallardo, Germán; Schuermann, Til; Duane, … - In: Journal of risk management in financial institutions 9 (2015/2016) 1, pp. 32-45
Persistent link: https://www.econbiz.de/10011488786
Cover Image
What do we know about loss given default?
Schuermann, Til - In: Credit risk models and management, (pp. 249-274). 2004
Persistent link: https://www.econbiz.de/10002432527
Cover Image
Pricing derivatives on financial securities subject to credit risk
Jarrow, Robert A.; Turnbull, Stuart M. - In: Credit risk models and management, (pp. 333-374). 2004
Persistent link: https://www.econbiz.de/10002432611
Cover Image
Practical usage of credit risk models in loan portfolio and counterparty exposure management: an update
Jarrow, Robert A.; Deventer, Donald R. van - In: Credit risk models and management, (pp. 573-597). 2004
Persistent link: https://www.econbiz.de/10002433486
Cover Image
A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.; Deventer, Donald R. van - In: Journal of risk management in financial institutions 16 (2022/2023) 3, pp. 237-255
Persistent link: https://www.econbiz.de/10014320229