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~subject:"Credit risk"
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A Simplified Method for Calcul...
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Credit risk
Theorie
21
Theory
21
Risikomaß
15
Risk measure
15
Kreditrisiko
10
Japan
9
Portfolio selection
7
Portfolio-Management
7
Bank lending
6
Kreditgeschäft
6
Measurement
6
Messung
6
Risikomanagement
6
Risk management
6
Option pricing theory
5
Optionspreistheorie
5
Volatility
5
Volatilität
5
Insolvency
4
Insolvenz
4
Simulation
4
risk aggregation
4
Collateral
3
Estimation
3
Expected loss (EL)
3
Exposure at default (EaD)
3
Interest rate derivative
3
Kreditsicherung
3
Loss
3
Loss given default (LGD)
3
Multivariate Verteilung
3
Multivariate distribution
3
Probability of default (PD)
3
Schätzung
3
Statistical distribution
3
Statistische Verteilung
3
Verlust
3
Zinsderivat
3
copula
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6
Article
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Graue Literatur
6
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6
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English
10
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Yoshiba, Toshinao
8
Yamashita, Satoshi
5
Ieda, Akira
4
Marumo, Kouhei
2
Ohba, Toshikazu
2
Adachi, Tetsuya
1
Sueshige, Takumi
1
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Nihon Ginkō / Kinʼyū Kenkyūjo
1
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IMES discussion paper series
5
Monetary and economic studies
2
Asia-Pacific financial markets
1
IMES discussion paper series / Englische Ausgabe
1
The journal of credit risk : published quarterly by Incisive Media
1
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
Risk management for equity portfolios of Japanese banks
Ieda, Akira
;
Ohba, Toshikazu
-
1998
Persistent link: https://www.econbiz.de/10000994638
Saved in:
4
Risk management for equity portfolios of Japanese banks
Ieda, Akira
;
Ohba, Toshikazu
- In:
Monetary and economic studies
17
(
1999
)
2
,
pp. 91-117
Persistent link: https://www.econbiz.de/10001402196
Saved in:
5
Analytical solutions for expected and unexpected losses with an additional loan
Yamashita, Satoshi
;
Yoshiba, Toshinao
-
2007
Persistent link: https://www.econbiz.de/10003606900
Saved in:
6
Analytical solution for expected loss of a collateralized loan : a square-root intensity process negatively correlated with collateral value
Yamashita, Satoshi
;
Yoshiba, Toshinao
-
2010
Persistent link: https://www.econbiz.de/10003982620
Saved in:
7
Analytical solution for the loss distribution of a collateralized loan under a quadratic Gaussian default intensity process
Yamashita, Satoshi
;
Yoshiba, Toshinao
-
2011
Persistent link: https://www.econbiz.de/10009377393
Saved in:
8
Analytical solutions for expected loss and standard deviation of loss with an additional loan
Yamashita, Satoshi
;
Yoshiba, Toshinao
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 113-132
Persistent link: https://www.econbiz.de/10011377519
Saved in:
9
Analytical solutions for the expected loss of a collateralized loan : a square root intensity process negatively correlated with collateral value
Yamashita, Satoshi
;
Yoshiba, Toshinao
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
2
,
pp. 27-44
Persistent link: https://www.econbiz.de/10009781088
Saved in:
10
Wrong-way risk in credit valuation adjustment of credit default swap with copulas
Adachi, Tetsuya
;
Sueshige, Takumi
;
Yoshiba, Toshinao
-
2019
Persistent link: https://www.econbiz.de/10013448467
Saved in:
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