Výsledky vyhledávání

Measuring and managing credit risk Autor Servigny, Arnaud De, Renault, Olivier

An explicit, multi-factor credit default swap pricing model with correlated factors. Autor Chen, Ren-raw

Filtering the market price of credit risk under incomplete information Autor Montes, Juan Miguel A.

An assessment of basel III are regulators a step behind? Autor Lee, Gavin C.

Corporate credit guide.

Handbook on international best practices in credit rating Autor Evenett, Simon

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The Basel II Risk Parameters Estimation, Validation, Stress Testing - with Applications to Loan Risk Management

Available for University of the Philippines Diliman via SpringerLink. Click here to access

Rating based modeling of credit risk theory and application of migration matrices Autor Trueck, Stefan

The Philippine case is growth a determinant of credit rating? Autor Mendoza, Audrey Jeane M.

An empirical analysis of personal bankruptcy and delinquency Autor Gross, David B.