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Corporate credit risk management
In: Reihe: Finanzierung, Kapitalmarkt und Banken 89
Restructuring counterparty credit risk
In: Discussion paper Eurosystem
Counterparty credit risk in derivatives
In: Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu, Heft 381
ISSN: 2392-0041
Corporate Credit Risk Management
In: Reihe: Finanzierung, Kapitalmarkt und Banken Bd. 89
Pricing derivative credit risk
In: Lecture notes in economics and mathematical systems 470
Basics of Credit Risk
In: Financial Engineering for Low-Income Households, S. 71-78
Market Credit Risk in Europe
SSRN
Working paper
Managing portfolio credit risk in banks
Preface -- Acknowledgements -- Abbreviations -- Introduction to credit risk -- Credit rating models -- Approaches for measuring probability of default (PD) -- Exposure at default (EAD) and loss given default (LGD) -- Validation and stress testing of credit risk models -- Portfolio assessment of credit risk: default correlation, asset correlation and loss estimation -- Economic capital and raroc -- Basel II IRB approach of measuring credit risk regulatory capital -- Index
Credit Risk in General Equilibrium
In: CESifo Working Paper Series No. 4602
SSRN
Insurance against Credit Risks
In: The economic history review, Band 6, Heft 2, S. 238
ISSN: 1468-0289
Insurance against Credit Risks
In: Economica, Band 3, Heft 9, S. 102
SSRN
Working paper