Risultati della ricerca

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

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

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

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

Corporate credit guide.

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

Testo

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 di Trueck, Stefan

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

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