Narrow search
Showing 1 - 4 of 4
Cover Image
Estimating recovery discount rates : a methodological note
Kupiec, Paul H. - In: Journal of risk management in financial institutions 1 (2007/08) 1, pp. 17-24
Persistent link: https://www.econbiz.de/10003696366
Cover Image
Capital for concentrated credit portfolios
Kupiec, Paul H. - In: Journal of risk management in financial institutions 8 (2015) 4, pp. 314-322
Persistent link: https://www.econbiz.de/10011531169
Cover Image
A regulatory stress test to-do list : transparency and accuracy
Kupiec, Paul H. - In: Journal of risk management in financial institutions 11 (2017/2018) 2, pp. 132-147
Persistent link: https://www.econbiz.de/10011879467
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