Credit Risk - Contributions to Economics
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15
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Published By Physica-Verlag HD

9783790800548, 9783642593659
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Exploring Credit Data *

2003 ◽  
pp. 157-173 ◽  
Author(s):  
Marlene Müller ◽  
Wolfgang Härdle
Keyword(s):  
Credit Data

Default Probabilities in Structured Commodity Finance

2003 ◽  
pp. 139-147 ◽  
Author(s):  
Daniel Kluge ◽  
Frank Lehrbass

Approaches to Credit Risk in the New Basel Capital Accord

2003 ◽  
pp. 1-33 ◽  
Author(s):  
Arne Benzin ◽  
Stefan Trück ◽  
Svetlozar T. Rachev
Keyword(s):  
Credit Risk ◽  
New Basel Capital Accord

Kendall’s Tau for Elliptical Distributions

2003 ◽  
pp. 149-156 ◽  
Author(s):  
Filip Lindskog ◽  
Alexander McNeil ◽  
Uwe Schmock
Keyword(s):  
Elliptical Distributions ◽  
Kendall’S Tau ◽  
Kendall's Tau

Sovereign Risk in a Structural Approach

2003 ◽  
pp. 91-109 ◽  
Author(s):  
Alexander Karmann ◽  
Dominik Maltritz
Keyword(s):  
Structural Approach ◽  
Sovereign Risk

Basel II in the DaimlerChrysler Bank

2003 ◽  
pp. 85-90
Author(s):  
Christoph Heidelbach ◽  
Werner Kürzinger
Keyword(s):  
Basel Ii

An Extreme Analysis of VaRs for Emerging Market Benchmark Bonds

2003 ◽  
pp. 111-137 ◽  
Author(s):  
Rüdiger Kiesel ◽  
William Perraudin ◽  
Alex Taylor
Keyword(s):  
Emerging Market

An Application of the CreditRisk+ Model

2003 ◽  
pp. 195-205
Author(s):  
Thomas Rempel-Oberem ◽  
Rainer Klingeler ◽  
Peter Martin

Systematic Risk in Homogeneous Credit Portfolios

2003 ◽  
pp. 35-48 ◽  
Author(s):  
Christian Bluhm ◽  
Ludger Overbeck
Keyword(s):  
Systematic Risk
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