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A simplified method for calculating the credit risk of lending portfolios
Ieda, Akira; Marumo, Kouhei; Yoshiba, Toshinao - 2000
Persistent link: https://www.econbiz.de/10001479160
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A simplified method for calculating the credit risk of lending portfolios
Ieda, Akira; Marumo, Kouhei; Yoshiba, Toshinao - In: Monetary and economic studies 18 (2000) 2, pp. 49-82
Persistent link: https://www.econbiz.de/10001539610
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On optimal smoothing of density estimators obtained from orthogonal polynomial expansion methods
Marumo, Kohei; Wolff, Rodney C. - In: Journal of risk 18 (2015/2016) 3, pp. 47-76
Persistent link: https://www.econbiz.de/10011439101
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Expansion methods applied to asset return distributions
Marumo, Kohei; Wolff, Rodney - In: Journal of risk 10 (2007/08) 2, pp. 3-24
Persistent link: https://www.econbiz.de/10003643647
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Banks recapitalization policies in Japan and their impact on the market
Daigo, Satoshi; Yonetani, Tatsuya; Marumo, Kouhei - 1998
Persistent link: https://www.econbiz.de/10000997105
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Banks recapitalization policies in Japan and their impact on the market
Daigo, Satoshi; Yonetani, Tatsuya; Marumo, Kouhei - In: Journal of international financial markets, … 9 (1999) 3, pp. 195-215
Persistent link: https://www.econbiz.de/10001402182
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Risk aggregation with copula for banking industry
Yoshiba, Toshinao - 2015
Persistent link: https://www.econbiz.de/10011375924
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Risk aggregation by a copula with a stressed condition
Yoshiba, Toshinao - 2013
Persistent link: https://www.econbiz.de/10010189914
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On the risk capital framework of financial institutions
Ishikawa, Tatsuya; Yamai, Yasuhiro; Ieda, Akira - 2003
Persistent link: https://www.econbiz.de/10001787114
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On the risk capital framework of financial institutions
Ishikawa, Tatsuya; Yamai, Yasuhiro; Ieda, Akira - In: Monetary and economic studies 21 (2003) 3, pp. 83-105
Persistent link: https://www.econbiz.de/10001802336