信用组合风险外文文献1

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Ratings-based credit risk modelling:

An empirical analysis☆

Risk assessment for credit portfolios:

A coupled Markov chain model

Risk management in credit risk portfolios with correlated assets

Analytical methods for hedging systematic credit risk with linear

factor portfolios

The delivery option in credit default swaps

The effects of estimation error on measures

of portfolio credit risk

The credit risk in SME loans portfolios:

Modeling issues, pricing, and capital

Requirements

VaR and expected shortfall in portfolios

of dependent credit risks: Conceptual

and practical insights

230977.rar (4.02 MB, 需要: 3 个论坛币)

2008-7-26 19:46:00 上传

信用组合风险外文文献1
需要: 3 个论坛币  [购买]

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：外文文献 Requirements credit risk Requirement Portfolios 文献 风险 外文 信用

Ratings-based credit risk modelling:

An empirical analysis☆

Risk assessment for credit portfolios:

A coupled Markov chain model

Risk management in credit risk portfolios with correlated assets

Analytical methods for hedging systematic credit risk with linear

factor portfolios

The delivery option in credit default swaps

The effects of estimation error on measures

of portfolio credit risk

The credit risk in SME loans portfolios:

Modeling issues, pricing, and capital

Requirements

VaR and expected shortfall in portfolios

of dependent credit risks: Conceptual

and practical insights