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~isPartOf:"Journal of risk management in financial institutions"
~isPartOf:"Restoring financial stability : how to repair a failed system"
~person:"Acharya, Viral V."
~person:"Jarrow, Robert A."
~source:"econis"
~subject:"Kreditrisiko"
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Acharya, Viral V.
Jarrow, Robert A.
Schulte-Mattler, Hermann
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Journal of risk management in financial institutions
Restoring financial stability : how to repair a failed system
Discussion paper / Centre for Economic Policy Research
6
IFA working paper
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Discussion papers / CEPR
5
NBER working paper series
5
Journal of financial intermediation
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NBER Working Paper
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Staff reports / Federal Reserve Bank of New York
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The journal of fixed income
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Annual review of financial economics
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Credit risk models and management
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Journal of banking & finance
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Journal of financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of derivatives research
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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Financial stability review : FSR
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International journal of theoretical and applied finance
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Journal of financial engineering
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Journal of financial services research : JFSR
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Journal of monetary economics
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NYU Working Paper
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Rock Center for Corporate Governance at Stanford University working paper series
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The credit market handbook : advanced modeling issues
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Centralized clearing for credit derivatives
Acharya, Viral V.
;
Engle, Robert F.
;
Figlewski, Stephen
; …
- In:
Restoring financial stability : how to repair a failed …
,
(pp. 251-268)
.
2009
Persistent link: https://www.econbiz.de/10003827517
Saved in:
2
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
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