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Publications by Gemma Colldeforns-Papiol

Quantifying Credit Portfolio Losses Under Multi-Factor Models

International Journal of Computer Mathematics

Computational Theory

Applied Mathematics

Computer Science Applications

English

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Cyclical Correlations, Credit Contagion, and Portfolio Losses

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Severe Loss Probabilities in Portfolio Credit Risk Models

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Portfolio Optimization of Credit Swap Under Funding Costs

Probability, Uncertainty and Quantitative Risk

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A Systematic Approach to Multi-Period Stress Testing of Portfolio Credit Risk

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Large Portfolio Credit Risk Modeling

International Journal of Theoretical and Applied Finance

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Credit Losses in Australasian Banking

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The Pricing of Portfolio Credit Risk

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Systemic Risk Contributions: A Credit Portfolio Approach

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Portfolio Selection Models

Advances in Finance, Accounting, and Economics

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