Arama Sonuçları

Measuring and managing credit risk Yazar: Servigny, Arnaud De, Renault, Olivier

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

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

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

Corporate credit guide.

Handbook on international best practices in credit rating Yazar: Evenett, Simon

Tam Metin Erişim

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 Yazar: Trueck, Stefan

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

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