Zoekresultaten

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

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

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

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

Corporate credit guide.

Handbook on international best practices in credit rating door 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 door Trueck, Stefan

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

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