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Huschens, Stefan [Author] ; Vogl, Konstantin [Other]; Wania, Robert [Other]

Estimation of default probabilities and default correlations

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2003

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 36
Höse, Steffi [Author] ; Huschens, Stefan [Other]

Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss

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

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 51
Schiffel, Simon [Author]

Implizite Ausfallwahrscheinlichkeiten von Unternehmensanleihen : eine empirische Analyse in unterschiedlichen Währungen auf Basis von Zinsstrukturkurven - [1. Aufl.]

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Wiesbaden: Gabler, 2009

Published in: Gabler Research
Höse, Steffi [Author] ; Huschens, Stefan [Other]; Wania, Robert [Other]

Rating migrations

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2008

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 47
Vilsmeier, Johannes [Author]

Updating the option implied probability of default methodology

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Frankfurt am Main: Dt. Bundesbank, 2014

Published in: Deutsche Bundesbank: Discussion paper ; 2014043
Karmann, Alexander [Author]; Maltritz, Dominik [Author]

Sovereign risk in a structural approach : evaluating sovereign ability-to-pay and probability of default

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2003

Published in: Dresdner Beiträge zur Volkswirtschaftslehre ; 2003,7
Tasche, Dirk [Author]

Exact fit of simple finite mixture models

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Basel: MDPI, 2014
Guizani, Brahim [Author]; Watanabe, Wako [Author]

Predicting the Probabilities of Default for Privately Held Banks : The Case of Shinkin Banks in Japan

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https://ssrn.com/abstract=4329886

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[S.l.]: SSRN, 2023
Krüger, Steffen [Author] ; Rösch, Daniel [Degree supervisor]

Advanced Dependency Modeling in Credit Risk - Lessons for Loss Given Default, Lifetime Expected Loss and Bank Capital Requirements

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https://d-nb.info/1139892398/34

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Regensburg: Universitätsbibliothek Regensburg, 2017
Gürtler, Marc [Author]; Heithecker, Dirk [Author] ; Technische Universität Braunschweig, Department Wirtschaftswissenschaften, Institut für Finanzwirtschaft

Modellkonsistente Bestimmung des LGD im IRB-Ansatz von Basel II

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Braunschweig, 2004

Published in: IF Working Paper Series ; Bd. FW08V3
Talam, Camilla C. [Author]; Maru, Lucy [Author]

The greening of Kenya's banking sector: Macro-financial stability implications of a low carbon transition

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http://hdl.handle.net/10419/271526

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Nairobi: Kenya Bankers Association (KBA), 2023
Dejuan-Bitria, Daniel [Author]; Mayordomo, Sergio [Author]; Roibas, Irene [Author]

How Do Changes in Financial Reporting Standards Affect Relationship Lending?

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https://ssrn.com/abstract=4466753

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[S.l.]: SSRN, [2023]
Kristóf, Tamás [Author]

Sovereign default forecasting in the era of the COVID-19 crisis

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Basel: MDPI, 2021
Tran Thinh Vuong [Author]; Le Phan Thi Dieu Thao [Author]

Optimum reserves in Vietnam based on the approach of cost-benefit for holding reserves and sovereign risk

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https://www.koreascience.kr/article/JAKO202014862061587.pdf

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2020

Published in: Journal of Asian finance, economics and business ; 7(2020), 3, Seite 157-165
Peresetsky, Anatoly [Author]; Karminsky, Alexandr [Author]; Golovan, Sergei [Author]

Probability of default models of Russian banks

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http://hdl.handle.net/10419/212551

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Helsinki: Bank of Finland, Institute for Economies in Transition (BOFIT), 2004
Wosnitza, Jan Henrik [Author]

Comment on the Variance in the Paper Entitled ‘Credit Risk Measures and the Estimation Error in the ASRF Model Under the Basel II IRB Approach’ by Simone Casellina, Simone Landini, and Mariacristina Uberti

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https://ssrn.com/abstract=4526820

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[S.l.]: SSRN, [2023]
Frölich, Nicolas [Author] ; Schipp, Bernhard [Other]; Okhrin, Ostap [Other]

Multiple Breakpoint Estimation for Structural Changes in Bernoulli Mixture Models with Application in Credit Risk

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https://d-nb.info/1245445650/34

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Dresden: Technische Universität Dresden, 2021
Ampudia, Miguel [Author]; Busetto, Filippo [Author]; Fornari, Fabio [Author]

Chronicle of a death foretold : does higher volatility anticipate corporate default?

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https://ssrn.com/abstract=4335629

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[S.l.]: SSRN, 2023

Published in: Bank of England Working Paper ; No. 1001
Bitetto, Alessandro [Author]; Filomeni, Stefano [Author]; Modina, Michele [Author]

Can Market Information Predict the Credit Risk of Unlisted MSMES? Empirical Evidence from a Novel Matching Procedure

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https://ssrn.com/abstract=4418652

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[S.l.]: SSRN, [2023]
Hunt, Clive [Author]; Taplin, Ross [Author]

Aggregation of incidence and intensity risk variables to achieve reconciliation

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Basel: MDPI, 2019

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