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Portfolio risks and bank asset choice
Samolyk, Katherine A. - 1989
Persistent link: https://www.econbiz.de/10000781892
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Evaluating the credit exposure of interest rate swap portfolios
Wall, Larry D.; Fung, Kwun-wing - 1987 - Rev
Persistent link: https://www.econbiz.de/10000825958
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Control of credit risk collateralization using quasi-variational inequalities
Cossin, Didier; Aparicio Acosta, Felipe M. - 1998
Persistent link: https://www.econbiz.de/10000168224
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Crédits et risques : a la recherche d'une gestion optimale
Rouiller, Anne-Claude - 1997
Persistent link: https://www.econbiz.de/10000672338
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A new framework for measuring the credit risk of a portfolio : "ExVaR" model
Oda, Nobuyuki; Muranaga, Jun - 1997
Persistent link: https://www.econbiz.de/10000955719
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Concentration risk under Pillar 2 : when are credit portfolios infinitely fine grained?
Gürtler, Marc; Heithecker, Dirk; Hibbeln, Martin - In: Kredit und Kapital 41 (2008) 1, pp. 79-124
Persistent link: https://www.econbiz.de/10003715919
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Integrated credit portfolio management : a preview
Felsenheimer, Jochen; Gisdakis, Philip - In: Credit risk : models, derivatives, and management, (pp. 39-51). 2008
Persistent link: https://www.econbiz.de/10003718310
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Managing credit risk for retail low-default portfolios
Sabato, Gabriele - In: Credit risk : models, derivatives, and management, (pp. 269-287). 2008
Persistent link: https://www.econbiz.de/10003718495
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Tests on the accuracy of Basel II
Varotto, Simone - In: Credit risk : models, derivatives, and management, (pp. 289-313). 2008
Persistent link: https://www.econbiz.de/10003718515
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Applied quantitative finance
Härdle, Wolfgang (ed.); Hautsch, Nikolaus (ed.);  … - 2009 - 2. ed.
Persistent link: https://www.econbiz.de/10003719524