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A Simplified Method for Calcul...
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ECONIS (ZBW)
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A simplified method for calculating the credit risk of lending portfolios
Ieda, Akira
;
Marumo, Kouhei
;
Yoshiba, Toshinao
-
2000
Persistent link: https://www.econbiz.de/10001479160
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2
Banks recapitalization policies in Japan and their impact on the market
Daigo, Satoshi
;
Yonetani, Tatsuya
;
Marumo, Kouhei
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1998
Persistent link: https://www.econbiz.de/10000997105
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3
On the risk capital framework of financial institutions
Ishikawa, Tatsuya
;
Yamai, Yasuhiro
;
Ieda, Akira
-
2003
Persistent link: https://www.econbiz.de/10001787114
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4
Risk management for equity portfolios of Japanese banks
Ieda, Akira
;
Ohba, Toshikazu
-
1998
Persistent link: https://www.econbiz.de/10000994638
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5
Analytical solutions for expected and unexpected losses with an additional loan
Yamashita, Satoshi
;
Yoshiba, Toshinao
-
2007
Persistent link: https://www.econbiz.de/10003606900
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6
Analytical solution for expected loss of a collateralized loan : a square-root intensity process negatively correlated with collateral value
Yamashita, Satoshi
;
Yoshiba, Toshinao
-
2010
Persistent link: https://www.econbiz.de/10003982620
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7
Analytical solution for the loss distribution of a collateralized loan under a quadratic Gaussian default intensity process
Yamashita, Satoshi
;
Yoshiba, Toshinao
-
2011
Persistent link: https://www.econbiz.de/10009377393
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8
Comparative analyses of expected shortfall and VaR : their estimation error, decomposition, and optimization
Yamai, Yasuhiro
;
Yoshiba, Toshinao
-
2001
Persistent link: https://www.econbiz.de/10001598298
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9
Comparative analyses of expected shortfall and value-at-risk (2) : expected utility maximization and tail risk
Yoshiba, Toshinao
;
Yamai, Yasuhiro
-
2001
Persistent link: https://www.econbiz.de/10001607851
Saved in:
10
Model risk and its control
Katō, Toshiyasu
;
Yoshiba, Toshinao
-
2000
Persistent link: https://www.econbiz.de/10001486141
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