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Aggregation level in stress testing models
Hale, Galina; Krainer, John; McCarthy, Erin - 2015
Persistent link: https://www.econbiz.de/10011529369
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Endogenous/exogenous segmentation in the A-IRB framework and the pro-cyclicality of capital : an application to mortgage portfolios
Canals-Cerdá, José J. - 2017
Persistent link: https://www.econbiz.de/10011689295
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Estimating expected and unexpected losses for agricultural mortgage portfolios
Dressler, Jonathan B.; Tauer, Loren W. - In: American journal of agricultural economics 98 (2016) 5, pp. 1470-1485
Persistent link: https://www.econbiz.de/10011635556
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Procyclicality of capital and portfolio segmentation in the advanced internal ratings-based framework : an application to mortgage portfolios
Canals-Cerdá, José J. - In: The journal of risk model validation 12 (2018) 3, pp. 1-27
Persistent link: https://www.econbiz.de/10011991951
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Loss coverage and stress testing mortgage portfolios : a non-parametric approach
Rodríguez, Adolfo; Trucharte, Carlos - In: Journal of financial stability 3 (2007) 4, pp. 342-367
Persistent link: https://www.econbiz.de/10003780560
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Optimal securitization of credit portfolios via impulse control
Frey, Rüdiger; Seydel, Roland C. - In: Mathematics and financial economics 4 (2010) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10008807103
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Life cycle behavior under uncertainty : essays on savings, mortgages and health
Ooijen, Raun van - 2016
Persistent link: https://www.econbiz.de/10011429049
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Schätzungen der Einkommensmigration als Herausforderung im Risikomanagement privater Hypothekarportfolios
Seiler Zimmermann, Yvonne - In: Management in der Finanzbranche - Finanzmanagement im …, (pp. 337-353). 2012
Persistent link: https://www.econbiz.de/10009630286
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Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong; Rösch, Daniel; Scheule, Harald - In: European journal of operational research : EJOR 249 (2016) 2, pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
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Commercial real estate, distress and financial resolution : portfolio lending versus securitization
Downs, David H.; Xu, Pisun - In: The journal of real estate finance and economics 51 (2015) 2, pp. 254-287
Persistent link: https://www.econbiz.de/10011475087