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Sovereign credit default swaps : Managing risks when the fiscal house rumbles
Rajaratnam, Indra - In: Journal of risk management in financial institutions 16 (2023) 4, pp. 409-426
Persistent link: https://www.econbiz.de/10014441050
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Credit default swaps around the world
Bartram, Söhnke M.; Conrad, Jennifer S.; Lee, Jongsub; … - 2021
Persistent link: https://www.econbiz.de/10012415709
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The end of the waterfall : default resources of central counterparties
Cont, Rama - In: Journal of risk management in financial institutions 8 (2015) 4, pp. 365-389
Persistent link: https://www.econbiz.de/10011531210
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An analysis of the determinants of S&P ratings assigned to Canadian firms : application of a multinomial logit
Amdouni, Walid; Soumaré, Issouf - In: Journal of risk management in financial institutions 7 (2014) 4, pp. 353-369
Persistent link: https://www.econbiz.de/10011346969
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Disruption and credit markets
Becker, Bo; Ivashina, Victoria - 2019
Persistent link: https://www.econbiz.de/10012063567
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Point-in-time loss-given default rates and exposures at default models for IFRS 9/CECL and stress testing
Chawla, Gaurav; Forest, Lawrence R. <Jr.>; Aguais, Scott D. - In: Journal of risk management in financial institutions 9 (2016) 3, pp. 249-263
Persistent link: https://www.econbiz.de/10011661844
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A volatility-based single parameter Loss Given Default model
Yang, Hank - In: Journal of risk management in financial institutions 8 (2015) 2, pp. 196-210
Persistent link: https://www.econbiz.de/10011306351
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The aggregate consequences of default risk : evidence from firmlevel data
Besley, Timothy; Van Reenen, John; Roland, Isabelle - 2020
Persistent link: https://www.econbiz.de/10012200756
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Modelling correlations in credit portfolio risk
Rosenow, Bernd; Weißbach, Rafael - In: Journal of risk management in financial institutions 3 (2009/10) 1, pp. 16-30
Persistent link: https://www.econbiz.de/10003939667
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Bayesian estimation of probabilities of default for low default portfolios
Tasche, Dirk - In: Journal of risk management in financial institutions 6 (2012/13) 3, pp. 302-326
Persistent link: https://www.econbiz.de/10010197067