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Analysing and combining multiple credit assessments of financial institutions
Tabakis, Evangelos; Vinci, Anna - 2002
Persistent link: https://www.econbiz.de/10013434445
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Rating für den deutschen Mittelstand : Neue Ansätze zur Prognose von Unternehmensausfällen
Schuhmacher, Marc - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013515347
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Rating für den deutschen Mittelstand : neue Ansätze zur Prognose von Unternehmensausfällen
Schuhmacher, Marc - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003359316
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Coping with inconsistencies in bank risk weighted assets
Araten, Michel - In: Journal of risk management in financial institutions 6 (2012/13) 3, pp. 219-228
Persistent link: https://www.econbiz.de/10010197078
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Transition probability matrix methodology for incremental risk charge
Yavin, Tzahi; Wang, Eugene; Zhang, Hu; Clayton, Michael A. - In: Journal of financial engineering 1 (2014) 1, pp. 1-47
Persistent link: https://www.econbiz.de/10010508091
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A zero-adjusted gamma model for mortgage loan loss given default
Tong, Edward N. C.; Mues, Christophe; Thomas, Lyn C. - In: International journal of forecasting 29 (2013) 4, pp. 548-562
Persistent link: https://www.econbiz.de/10010212473
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Modeling the current loan-to-value structure of mortgage pools without loan-specific data
Palmroos, Peter - In: The journal of credit risk : published quarterly by … 12 (2016) 4, pp. 1-15
Persistent link: https://www.econbiz.de/10011645432
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Correlated defaults, temporal correlation, expert information and predictability of default rates
Kiefer, Nicholas Maximilian - In: Econometric reviews 36 (2017) 6/9, pp. 699-712
Persistent link: https://www.econbiz.de/10011795379
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Modeling credit risk in the presence of central bank and government intervention
Engelmann, Bernd - In: The journal of risk model validation 16 (2022) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10014540302