Similar Search Results

Art-secured lending : a risk analysis framework

Charlin, Ventura; Cifuentes, Arturo - In: The journal of credit risk : published quarterly by … 16 (2020) 2, pp. 67-93

Persistent link: https://www.econbiz.de/10012298997

Structural credit modeling and its relationship to market value at risk : an Australian sectoral perspective

Allen, David E.; Powell, Robert - In: The VaR implementation handbook, (pp. 403-414). 2009

Persistent link: https://www.econbiz.de/10003827094

Measuring the diversification of a loan portfolio

Tourin, Agnès - In: International journal of bonds and derivatives 4 (2020) 2, pp. 104-113

Persistent link: https://www.econbiz.de/10012505156

Modeling severity risk under PD-LGD correlation

Han, Chulwoo - In: The European journal of finance 23 (2017) 13/15, pp. 1572-1588

Persistent link: https://www.econbiz.de/10012014695

A latent variable credit risk model comprising nonlinear dependencies in a sector framework with a stochastically dependent loss given default

Maciag, Jakob; Löderbusch, Matthias - In: The journal of credit risk : published quarterly by … 13 (2017) 4, pp. 37-74

Persistent link: https://www.econbiz.de/10012041612

Die Optimierung des Kreditportfolios : ein Modell zur optimalen Gestaltung des Kreditportfolios mithilfe aktiver Steuerungsinstrumente

Geidt-Karrenbauer, Ulrike - 2010

Persistent link: https://www.econbiz.de/10003929052

Quantifizierung von Kreditportfoliorisiken : eine Untersuchung zu Modellalternativen und Anwendungsfeldern

Bröker, Frank - 2000

Persistent link: https://www.econbiz.de/10001506939

Evaluation of minimum capital requirements for bank loans to SMEs

Düllmann, Klaus; Koziol, Philipp - 2013

Our paper addresses firm size as a driver of systematic credit risk in loans to small and medium enterprises (SMEs). Key contributions are the use of a unique data set of SME lending by over 400 German banks and relating systematic risk to the size dependence of regulatory capital requirements....

Persistent link: https://www.econbiz.de/10009751062

Concentration risk model for Greek bank's credit portfolio

Lefcaditis, Constantinos; Tsamis, Anastasios; … - In: Journal of risk finance : the convergence of financial … 15 (2014) 1, pp. 71-93

Persistent link: https://www.econbiz.de/10010252215

Estimating portfolio credit losses in downturns

Moreira, Fernando - In: Financial markets, institutions & instruments 24 (2015) 5, pp. 391-414

Persistent link: https://www.econbiz.de/10011412170

1
2
3
4
5
6
7
8
9
10
Next
Last