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Search Result for: (credit)
Document Title Author Issue Date
Value-at-Risk and Credit VaR [Choudhry, Moorad][Wong, Max C. Y.][Liu, Zhuoshi][Moskovic, David][Baig, Suleman][Lizzio, Michele][Voicu, Alexandru] 7-6-2014
The Standardised Approach for Measuring Counterp.. [Basel Committee] 4-9-2014
Credit Risk and the Instability of the Financial.. [Schmitt, Thilo A.][Chetalova, Desislava][Schaefer, Rudi][Guhr, Thomas] 3-9-2014
Forecasting and Decomposition of Portfolio Credi.. [Poon, Ser-Huang][Lee, Yongwoong] 3-1-2014
Integrating Credit and Market Risk: A Factor Cop.. [Zhu, Xiaoqian][Sun, Xiaolei][Chen, Jianming][Li, Jianping][Liang, Changzhi][Li, Yilin] 2-23-2014
On the Aggregation of Credit, Market and Operati.. [Li, Jianping][Zhu, Xiaoqian][Lee, Cheng-Few][Feng, Jichuang][Wu, Dengsheng][Shi, Yong] 12-30-2013
Concentration Risk Model for Greek Bank's Cr.. [Lefcaditis, Constantinos][Tsamis, Anastasios][Leventides, John] 12-25-2013
Norges Bank Stress Testing of Credit Risks [van Lelyveld, Iman][Kwast, Myron][Holden, Steinar][Jurcevic, Demelza] 11-20-2013
The Credit Crisis of 2007 and Its Implications f.. [Hull, John] 11-5-2013
Credit Value Adjustment [Ahlberg, Johan] 9-29-2013
Dynamic Dependence in Corporate Credit [Christoffersen, Peter][Jin, Xisong][Langlois, Hugues][Jacobs, Kris] 9-8-2013
Efficient Calculation of Expected Shortfall Cont.. [Kalkbrener, Michael][Popp, Monika][Kennedy, Anna] 8-18-2013
Modelling Tail Credit Risk Using Transition Matr.. [Allen, David E.][Kramadibrata, Akhmad R.][Powell, Robert J.][Singh, Abhay Kumar] 8-16-2013
Contagion Effect on Bond Portfolio Risk Measures.. [Gauthier, Geneviève][Boudreault, Mathieu][Thomassin, Tommy] 8-10-2013
Credit Portfolio Management: A Practitioner'.. [Hünseler, MIchael] 8-7-2013
A Factor Model for the Calculation of Portfolio .. [Li, Ping][Wang, Xiaoxu][Wang, Haibo] 8-4-2013
Measuring Marginal Risk Contributions in Credit .. [Siller, Thomas] 7-30-2013
Comparing the Value at Risk Performance of the C.. [Deshpande, Amogh] 7-30-2013
An Analytical Framework for Credit Portfolio Ris.. [Voropaev, Mikhail] 7-13-2013
Analysis of Risk-Weighted Assets for Credit Risk.. [Basel Committee] 7-7-2013
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