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Handbuch Kreditrisikomodelle und Kreditderivate : Quantifizierung und Management von Kreditrisiken, Strategien mit Kreditderivaten, bankaufsichtliche Anforderungen

Eller, Roland (ed.) - 1999 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001379222

Credit Spreads, Recovery Rates and Bond Portfolio Risk Measures in a Hybrid Credit Risk Model

Gauthier, Geneviève - 2012

spreads as it modifies both the level and shape of the curves. When a bond portfolio is considered, the presence of dependence …

Persistent link: https://www.econbiz.de/10013101883

Assessment of credit ratings and credit risk models on public bonds

Leggio, Karyl B.; Shin, Yoon S.; Yan, Yuxing - In: The journal of fixed income : JFI 30 (2021) 4, pp. 65-80

Persistent link: https://www.econbiz.de/10012517183

Financial Risk Management and Climate Change Risk : The Experience in a Central Bank

Scalia, Antonio (ed.) - 2023

Incorporation of Climate Change Risk in the Eurosystem Monetary Policy Framework and the Decarbonisation of the Corporate Bond … -- Chapter 10. Machine Learning, ESG Indicators, and Sustainable Investment -- Chapter 11. The Global Green Bond Market …, S and G variables in equity returns. The authors also discuss the growth of the global green bond market and the …