信用风险模型外文文献

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信用风险模型外文文献
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A credit risk model for large dimensional

portfolios with application to economic capital

Business collateral and personal commitments

in SME lendin

Credit portfolios: What defines risk horizons

and risk measurement?

Credit risk—A structural model with jumps and correlations

Evaluating credit risk models

Importance sampling for integrated market and credit portfolio models

On the parameterization of the CreditRisk+ model for estimating creditportfolio risk

 

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关键词：风险模型 信用风险 外文文献 correlations credit risk 文献 模型 风险 外文 信用