Springer Finance - CreditRisk+ in the Banking Industry
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Published By Springer Berlin Heidelberg

9783642058547, 9783662064276
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Estimation of Sector Weights from Real-World Data

2004 ◽  
pp. 249-258 ◽  
Author(s):  
Michael Lesko ◽  
Frank Schlottmann ◽  
Stephan Vorgrimler
Keyword(s):  
Real World ◽  
Real World Data ◽  
World Data

An Analytic Approach to Rating Transitions

2004 ◽  
pp. 187-214 ◽  
Author(s):  
Carsten Binnenhei
Keyword(s):  
Analytic Approach ◽  
Rating Transitions

Capital Allocation with CreditRisk+

2004 ◽  
pp. 25-43 ◽  
Author(s):  
Dirk Tasche
Keyword(s):  
Capital Allocation

Integrating Rating Migrations

2004 ◽  
pp. 167-185
Author(s):  
Frank Bröker ◽  
Stefan Schweizer

Numerically Stable Computation of CreditRisk+

2004 ◽  
pp. 69-77 ◽  
Author(s):  
Hermann Haaf ◽  
Oliver Reiß ◽  
John Schoenmakers
Keyword(s):  
Stable Computation

Saddlepoint Approximation

2004 ◽  
pp. 91-110 ◽  
Author(s):  
Michael B. Gordy
Keyword(s):  
Saddlepoint Approximation

Some Remarks on the Analysis of Asset-Backed Securities

2004 ◽  
pp. 311-323
Author(s):  
Daniel Kluge ◽  
Frank B. Lehrbass
Keyword(s):  
Asset Backed Securities

Basics of CreditRisk+

2004 ◽  
pp. 7-24 ◽  
Author(s):  
Volker Matthias Gundlach

Risk Factor Transformations Relating CreditRisk+ and CreditMetrics

2004 ◽  
pp. 45-68
Author(s):  
Christian Wieczerkowski
Keyword(s):  
Risk Factor

Enhanced CreditRisk+

2004 ◽  
pp. 79-90 ◽  
Author(s):  
Götz Giese
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