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~person:"Acharya, Viral V."
~person:"Jarrow, Robert A."
~person:"Monfort, Alain"
~subject:"Asset-backed securities"
~subject:"Credit risk"
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Asset-backed securities
Credit risk
Kreditrisiko
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Acharya, Viral V.
Jarrow, Robert A.
Monfort, Alain
Ongena, Steven
101
Lucas, André
58
Altman, Edward I.
52
Peydró, José-Luis
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Rösch, Daniel
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Agarwal, Sumit
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Schuermann, Til
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Jokivuolle, Esa
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ECONIS (ZBW)
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61
Centralized clearing for credit derivatives : executive summary
Acharya, Viral V.
;
Engle, Robert F.
;
Figlewski, Stephen
; …
- In:
Financial markets, institutions & instruments
18
(
2009
)
2
,
pp. 168-170
Persistent link: https://www.econbiz.de/10009519957
Saved in:
62
A pyrrhic victory? - bank bailouts and sovereign credit risk
Acharya, Viral V.
;
Drechsler, Itamar
;
Schnabl, Philipp
-
2011
Persistent link: https://www.econbiz.de/10009231413
Saved in:
63
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:
64
Banks' financial reporting and financial system stability
Acharya, Viral V.
;
Ryan, Stephen G.
- In:
Journal of accounting research
54
(
2016
)
2
,
pp. 277-340
Persistent link: https://www.econbiz.de/10011499999
Saved in:
65
Modeling loan commitments
Chava, Sudheer
;
Jarrow, Robert A.
- In:
Finance research letters
5
(
2008
)
1
,
pp. 11-20
Persistent link: https://www.econbiz.de/10003751266
Saved in:
66
Default risk and diversification : theory and empirical implications
Jarrow, Robert A.
;
Lando, David
;
Yu, Fan
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10002582739
Saved in:
67
Pricing derivatives on financial securities subject to credit risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
Credit risk models and management
,
(pp. 333-374)
.
2004
Persistent link: https://www.econbiz.de/10002432611
Saved in:
68
Practical usage of credit risk models in loan portfolio and counterparty exposure management: an update
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Credit risk models and management
,
(pp. 573-597)
.
2004
Persistent link: https://www.econbiz.de/10002433486
Saved in:
69
Equidependence in qualitative and duration models with application to credit risk
Gouriéroux, Christian
;
Monfort, Alain
-
2002
Persistent link: https://www.econbiz.de/10001742494
Saved in:
70
Understanding the recovery rates on defaulted securities
Acharya, Viral V.
;
Bharath, Sreedhar T.
;
Srinivasan, Anand
-
2003
Persistent link: https://www.econbiz.de/10001829765
Saved in:
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