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Understanding market, credit, and operational risk : the value at risk approach
Allen, Linda; Boudoukh, Jacob; Saunders, Anthony - 2004
Persistent link: https://www.econbiz.de/10001780395
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Market risk
Saunders, Anthony; Cornett, Marcia M. - In: International finance and accounting handbook, (pp. 8.1.-8.26). 2003
Persistent link: https://www.econbiz.de/10001801320
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Credit risk measurement : new approaches to value at risk and other paradigms
Saunders, Anthony - 1999
Persistent link: https://www.econbiz.de/10000682884
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Credit losses in economic downturns : empirical evidence for Hong Kong mortgage loans
Rösch, Daniel; Scheule, Harald - 2008
Persistent link: https://www.econbiz.de/10003770585
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Credit risk measurement in and out of the financial crisis : new approaches to value at risk and other paradigms
Saunders, Anthony; Allen, Linda - 2010 - 3. ed.
Persistent link: https://www.econbiz.de/10003892488
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The empirical relation between credit quality, recovery, and correlation
Rösch, Daniel; Scheule, Harald - 2009
Persistent link: https://www.econbiz.de/10003975032
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A critique of revised Basel II
Jarrow, Robert A. - In: Journal of financial services research : JFSR 32 (2007) 1/2, pp. 1-16
Persistent link: https://www.econbiz.de/10003576332
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Default and recovery risk dependencies in a simple credit risk model
Bade, Benjamin; Rösch, Daniel; Scheule, Harald - In: European financial management : the journal of the … 17 (2011) 1, pp. 120-144
Persistent link: https://www.econbiz.de/10008990956
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A leverage ratio rule for capital adequacy
Jarrow, Robert A. - In: Journal of banking & finance 37 (2013) 3, pp. 973-976
Persistent link: https://www.econbiz.de/10009708725
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Forecasting probabilities of default and loss rates given default in the presence of selection
Rösch, Daniel; Scheule, Harald - In: Journal of the Operational Research Society : OR 65 (2014) 3, pp. 393-407
Persistent link: https://www.econbiz.de/10010251696