The Pricing of Portfolio Credit Risk

SSRN Electronic Journal
doi 10.2139/ssrn.926334
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Large Portfolio Credit Risk Modeling

International Journal of Theoretical and Applied Finance
EconomicsEconometricsFinance
2007English

A Comparison of Bond Pricing Models in the Pricing of Credit Risk

SSRN Electronic Journal
1999English

Systemic Risk Contributions: A Credit Portfolio Approach

Journal of Banking and Finance
EconomicsEconometricsFinance
2013English

The Credit Risk Pricing With Particle Filter Approach

2006English

Minimizing Credit Risk and Improving the Quality of the Credit Portfolio of the Commercial Bank

Scientific bulletin of the Southern Institute of Management
2017English

Severe Loss Probabilities in Portfolio Credit Risk Models

SSRN Electronic Journal
2004English

Hazardous Immorality: Strategic Externalization of Risk and Credit Pricing

Journal of Risk Finance
AccountingFinance
2012English

GCPM: A FLexible Package to Explore Credit Portfolio Risk

Austrian Journal of Statistics
UncertaintyApplied MathematicsStatisticsProbability
2016English

Pricing Government Credit: A New Method for Determining Government Credit Risk Exposure

SSRN Electronic Journal
2018English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy