Results 321 to 330 of about 1,014,131 (349)
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2004
One of the most significant innovations in the field of credit risk management over the past decade has been the development of increasingly sophisticated models to quantify the credit risk, and potential losses, embedded in portfolios of credit-sensitive transactions.
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One of the most significant innovations in the field of credit risk management over the past decade has been the development of increasingly sophisticated models to quantify the credit risk, and potential losses, embedded in portfolios of credit-sensitive transactions.
openaire +1 more source
Importance Sampling for Credit Portfolio Risk with Risk Factors Having t-Copula
International Journal of Information Technology and Decision Making, 2017Rongda Chen, Ze Wang, Lean Yu
semanticscholar +1 more source
Credit Portfolio Risk Evaluation based on the Pair Copula VaR Models
, 2015Lü Changqing, Luo Yanlin, Li Mengzhen
semanticscholar +1 more source
Loan portfolio optimization using Genetic Algorithm: A case of credit constraints
International Computer Engineering Conference, 2016Noura Metawa +3 more
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Credit portfolio management using two-level particle swarm optimization
Information Sciences, 2013Fuqiang Lu, Min Huang, W. Ching, T. Siu
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Portfolio Credit Risk Modeling
2010Thesis Portfolio Credit Risk Modeling focuses on state-of-the-art credit models largely implemented by banks into their banking risk-assessment and complementary valuation system frameworks. Reader is provided in general with both theoretical and applied (practical) approaches that are giving a clear notion how selected portfolio models perform in real-
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Specification Risk and Calibration Effects of a Multifactor Credit Portfolio Model
Journal of Fixed Income, 2012G. Dorfleitner +2 more
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