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Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (FSAP)
Liu, Kexue; Salvati, Jean; Avesani, Renzo G.; … - International Monetary Fund (IMF) - 2006
The paper presents the basic Credit Risk+ model, and proposes some modifications. This model could be useful in the … stress-testing financial sector assessments process as a benchmark for credit risk evaluations. First, we present the setting … based on Bernoulli-distributed default events and known default probabilities to the fully-fledged Credit Risk …
Persistent link: https://www.econbiz.de/10005604852
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DIE RISIKOPOLITIK DER INTERNATIONALEN UNTERNEHMUNG
HAAN, HORST DE - 1984
Persistent link: https://www.econbiz.de/10004019553
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Against the gods : the remarkable story of risk
Bernstein, Peter L. - 1996
Persistent link: https://www.econbiz.de/10004312338
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Insuring and managing hazardous risks: from Seveso to Bhopal and beyond
Kleindorfer, Paul R. (contributor) - 1987
Persistent link: https://www.econbiz.de/10004561863
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Accident and design : contemporary debates in risk management
Hood, Christopher (contributor) - 1996
Persistent link: https://www.econbiz.de/10004351988
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Risk : a philosophical introd. to the theory of risk evaluation and management
Rescher, Nicholas - 1983
Persistent link: https://www.econbiz.de/10004676090
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Risk : man-made hazards to man
Cooper, M. G. (contributor) - 1985
Persistent link: https://www.econbiz.de/10004676140
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Über die Anwendbarkeit eines neuen Fluktuationstests für Korrelationen auf Finanzzeitreihen
Wied, Dominik; Arnold, Matthias; Bissantz, Nicolai; … - In: AStA Wirtschafts- und Sozialstatistisches Archiv 6 (2013) 3, pp. 87-103
We analyze a new fluctuation test for constant correlation with respect to its properties and possible applications in …
Persistent link: https://www.econbiz.de/10010994210