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Value-at-risk analysis and the...
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1
Bank capital and value at risk
Jackson, Patricia
;
Maude, David J.
;
Perraudin, William R. M.
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1998
Persistent link: https://www.econbiz.de/10000984817
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2
Pricing deposit insurance in the United Kingdom
Maude, David J.
;
Perraudin, William R. M.
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1995
Persistent link: https://www.econbiz.de/10000907419
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3
Regulatory and 'economic' solvency standards for internationally active banks
Jackson, Patricia
;
Perraudin, William R. M.
;
Saporta, …
-
2002
Persistent link: https://www.econbiz.de/10001698813
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4
The structure of credit risk : spread volatility and ratings transitions
Kiesel, Rudiger
;
Perraudin, William R. M.
;
Taylor, Alex
-
2001
Persistent link: https://www.econbiz.de/10001600409
Saved in:
5
The structure of credit risk : spread volatility and ratings transition
Kiesel, Rudiger
;
Perraudin, William R. M.
;
Taylor, Alex
-
2001
Persistent link: https://www.econbiz.de/10001581509
Saved in:
6
Ratings versus equity-based credit risk modelling : an empirical analysis
Nickell, Pamela
;
Perraudin, William R. M.
;
Varotto, Simone
-
2001
Persistent link: https://www.econbiz.de/10001581512
Saved in:
7
Stability of ratings transitions
Nickell, Pamela
;
Perraudin, William R. M.
;
Varotto, Simone
-
2001
Persistent link: https://www.econbiz.de/10001581515
Saved in:
8
Procyclicality and the new Basel accord: banks' choice of loan rating system
Catarineu-Rabell, Eva
;
Jackson, Patricia
;
Tsomocos, …
-
2003
Persistent link: https://www.econbiz.de/10001742233
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