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A framework for LGD validation of retail portfolios
Hlawatsch, Stefan; Reichling, Peter - 2009
Persistent link: https://www.econbiz.de/10003874654
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Kreditderivate : zwischen Kapitalmarkt und bankbetrieblicher Verwendung
Norden, Lars - 2004
Persistent link: https://www.econbiz.de/10002221342
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Ausfallrisiken : Quantifizierung, Bepreisung und Steuerung : Beiträge zum zeb/-Workshop
Rolfes, Bernd (ed.); Schierenbeck, Henner (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001576025
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Risikomanagement im Kreditgeschäft : Grundlagen, neuere Entwicklungen und Anwendungsbeispiele
Schiller, Bettina; Tytko, Dagmar - 2001
Persistent link: https://www.econbiz.de/10001579745
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Risikoindikatoren, Rating und Ausfallwahrscheinlichkeit im Kreditgeschäft
Szczesny, Andrea - 2003 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013408757
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The framework of systemic risk related to contagion, recovery rate and capital requirement in an interbank network
Ren, Xuemin; Yuan, George; Jiang, Lishang - In: Journal of financial engineering 1 (2014) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10010508121
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Evaluating systemic risk using bank default probabilities in financial networks
Souza, Sergio Rubens Stancato de; Silva, Thiago Christiano - In: Journal of economic dynamics & control 66 (2016), pp. 54-75
Persistent link: https://www.econbiz.de/10011708369
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Assessing resilience to systemic risks across interbank credit networks using linkage-leverage analysis : evidence from Japan
Wang, Haibo - In: International review of financial analysis 94 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014544027