| Document Title |
Author |
Issue Date |
| Comparing the Value at Risk Performance of the C.. |
[Deshpande, Amogh]
|
7-30-2013 |
| Conditional Value-at-Risk Optimization within an.. |
[Han, Chulwoo]
|
7-4-2011 |
| Enhancements in CreditRisk+ Model |
[Tiwari, Satendra Mani]
|
4-22-2011 |
| Credit Risk Modeling through the use of an Exten.. |
[Dubrana, Ludovic]
|
12-21-2010 |
| Modelling Dependent Credit Risks with Extensions.. |
[Schmock, Uwe]
|
10-15-2010 |
| Capital Allocation with CreditRisk+ |
[Tasche, Dirk]
|
10-15-2010 |
| CREDITRISK+: Implementaçao da Modelagem Estatíst.. |
[Sanfins, Marco A. S.][Clark, Thiago M.]
|
9-11-2010 |
| Saddlepoint Approximation of CreditRisk+ |
[Gordy, Michael]
|
9-11-2010 |
| On the Parameterization of the CreditRisk+ Model.. |
[Vandendorpe, Antoine][Ho, Ngoc-Diep][Vanduffel, Steven][Van Dooren, Paul]
|
9-27-2007 |
| From CreditMetrics to CreditRisk+ and Back Again |
[Gordy, Michael]
|
5-23-2007 |
| The CreditRisk+ Model with General Sector Correl.. |
[Iyer, Srikanth][Deshpande, Amogh]
|
6-11-2006 |
| CreditRisk+ in the Banking Industry |
[Gundlach, Matthias][Lehrbass, Frank]
|
6-5-2004 |
| CreditRisk+ by Fast Fourier Transform |
[Melchiori, Mario R.]
|
5-20-2004 |
| Calculation of Higher Moments in CreditRisk+ Wit.. |
[Gordy, Michael]
|
12-21-2003 |
| CreditRisk+: A Credit Risk Management Framework |
[Credit Suisse First Boston]
|
10-2-2003 |
| Exploiting the Full Potential of CreditRisk+ |
[Tasche, Dirk][Haaf, Hermann]
|
10-23-2003 |
| Numerically Stable Computation of CreditRisk+ |
[Haaf, Hermann][Reiss, Oliver][Schoenmakers, John]
|
5-7-2003 |
| Enhancing CreditRisk+ |
[Giese, Goetz]
|
11-19-2002 |
| Calculating Value-at-Risk contributions in Credi.. |
[Haaf, Hermann][Tasche, Dirk]
|
10-5-2002 |
