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Van Gestel, Tony [Author]; Baesens, Bart [Author]

Credit risk management : basic concepts ; financial risk components, rating analysis, models, economic and regulatory capital

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Oxford [u.a.]: Oxford Univ. Press, 2009
Bohn, Jeffrey R. [Author]; Stein, Roger M. [Author]

Active credit portfolio management in practice

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Hoboken, NJ: Wiley, c 2009

Published in: Wiley finance series
Lütkebohmert, Eva [Author]; Lütkebohmert, Eva [Author]

Concentration risk in credit portfolios : with 19 tables

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Berlin; Heidelberg [u.a.]: Springer, 2009

Published in: EAA lecture notes
Gundlach, Matthias [Editor]

CreditRisk+ in the banking industry

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Berlin; Heidelberg [u.a.]: Springer, 2004

Published in: Springer finance
Fischer, Sven [Author]

Ratio calculandi periculi - ein analytischer Ansatz zur Bestimmung der Verlustverteilung eines Kreditportfolios

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2012

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 58
Huschens, Stefan [Author] ; Stahl, Gerhard [Other]

Granularität dominiert Korrelation

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2004

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 43
Bluhm, Christian [Author]; Overbeck, Ludger [Author]; Wagner, Christoph [Author]

Introduction to credit risk modeling - [2nd edition]

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Boca Raton; London; New York: Chapman & Hall/CRC Press, [2010]

Published in: Chapman & Hall-CRC financial mathematics series
Zitzmann, Vera [Author]

Kreditrisiko : Modellierung der Abhängigkeit, Analyse des Ratingprozesses und Verlustverteilung eines Porfolios

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Hamburg: Kovač, 2007

Published in: Schriftenreihe QM ; 11
Christodoulakis, George A. [Editor]; Satchell, Stephen [Other]

The analytics of risk model validation - [1. ed.]

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Amsterdam; Heidelberg [u.a.]: Academic Press, 2008

Published in: Quantitative finance series
Höse, Steffi [Author] ; Huschens, Stefan [Other]

Confidence intervals for asset correlations in the asymptotic single risk factor model

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2011

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 54
Höse, Steffi [Author] ; Huschens, Stefan [Other]

Credit portfolio correlations and uncertainty

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2012

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 57
Tillich, Daniel [Author]

Risikomaßzahlen für Kreditportfoliotranchen

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2010

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 52
Lipton, Alexander [Editor]

Credit correlation : life after copulas

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New Jersey [u.a.]: World Scientific, 2008
Hartschuh, Thomas [Author]

Portfolio-orientiertes Management mit Preisrisiken in Kreditinstituten

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Frankfurt am Main: Knapp, 1996

Published in: Aus der Forschung für die kreditwirtschaftliche Praxis ; 300
Oehler, Andreas [Editor]

Kreditrisikomanagement : Portfoliomodelle und Derivate

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Stuttgart: Schäffer-Poeschel, 2000
Malz, Allan M. [Author] ; Malz, Allan Martin [Other]

Financial risk management : models, history, and institutions

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Hoboken, NJ [u.a.]: Wiley, 2011

Published in: Wiley finance series
Höse, Steffi [Author] ; Höse, Steffi [Other]

Statistische Genauigkeit bei der simultanen Schätzung von Abhängigkeitsstrukturen und Ausfallwahrscheinlichkeiten in Kreditportfolios

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Aachen: Shaker, 2007

Published in: Berichte aus der Statistik
Hibbeln, Martin [Author]

Risk management in credit portfolios : concentration risk and Basel II

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Berlin; Heidelberg [u.a.]: Physica, 2010

Published in: Contributions to economics
Schmieder, Christian [Author]

Multi-period credit portfolio selection

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Marburg: Tectum Verl., 2006
Grundke, Peter [Author]

Integrated market and credit portfolio models : risk measurement and computational aspects - [1. Aufl.]

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Wiesbaden: Gabler, 2008

Published in: Neue betriebswirtschaftliche Forschung ; 361

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