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Credit risk : pricing, measurement, and management

Duffie, Darrell; Singleton, Kenneth J. - 2003

Persistent link: https://www.econbiz.de/10001685614

Credit Risk : Pricing, Measurement, and Management

Duffie, Darrell; Singleton, Kenneth J. - 2012

In this book, two of America's leading economists provide the first integrated treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement. Masterfully applying theory to practice, Darrell Duffie and Kenneth Singleton model credit risk for the...

Persistent link: https://www.econbiz.de/10014482582

The asset-correlation parameter in Basel II for mortgages on single-family residences

Calem, Paul S.; Follain, James R. - Federal Reserve Board (Board of Governors of the … - 2003

Persistent link: https://www.econbiz.de/10005360706

An update on Basel II implementation in the United States: a speech at the Global Association of Risk Professionals Basel II Summit, New York, New York, February 26, 2007

Bies, Susan Schmidt - Federal Reserve Board (Board of Governors of the … - 2007

Persistent link: https://www.econbiz.de/10010725111

Risk transfer and financial stability : a speech to the Federal Reserve Bank of Chicago's Forty-first Annual Conference on Bank Structure, Chicago, Illinois (via satellite), May 5,...

Greenspan, Alan - Federal Reserve Board (Board of Governors of the … - 2005

Persistent link: https://www.econbiz.de/10010725137

Regulatory issues: a speech at the National Bankers Association Annual Convention, Beverly Hills, California, October 12, 2005

Bies, Susan Schmidt - Federal Reserve Board (Board of Governors of the … - 2005

Persistent link: https://www.econbiz.de/10010725168

The state of the banking industry: testimony before the Committee on Banking, Housing, and Urban Affairs, U.S. Senate, April 20, 2004

Greenspan, Alan - Federal Reserve Board (Board of Governors of the … - 2004

Persistent link: https://www.econbiz.de/10010725170

Compliance risk management in a diversified environment : a speech at the Financial Services Roundtable and the Morin Center for Banking and Financial Services, Washington, D.C., M...

Olson, Mark W. - Federal Reserve Board (Board of Governors of the … - 2006

Persistent link: https://www.econbiz.de/10010725173

Basel II and H.R. 2043: testimony before the Subcommittee on Financial Institutions and Consumer Credit, Committee on Financial Services, U.S. House of Representatives, June 19, 20...

Ferguson, Roger W. - Federal Reserve Board (Board of Governors of the … - 2003

Persistent link: https://www.econbiz.de/10010725174

Monetary policy flexibility, risk management, and financial disruptions : a speech at the Federal Reserve Bank of New York, New York, New York, January 11, 2008

Mishkin, Frederic S. - Federal Reserve Board (Board of Governors of the … - 2008

Persistent link: https://www.econbiz.de/10010725181

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