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Search Result for: (CreditRisk)
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
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