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Predicting sovereign credit ratings for portfolio stress testing
Campino, Jonas de Oliveira; Galizia, Frederico; … - In: Journal of risk management in financial institutions 14 (2020/2021) 3, pp. 229-241
Persistent link: https://www.econbiz.de/10012650468
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Exposure exchange agreements among multilateral development banks for sovereign exposures : an innovative risk management tool
Belhaj, Riadh; Baroudi, Merli; Fiess, Norbert M.; … - In: Journal of risk management in financial institutions 10 (2016/2017) 1, pp. 78-88
Persistent link: https://www.econbiz.de/10011670644
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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