Results 321 to 330 of about 982,306 (342)

A Credit Portfolio Framework Under Dependent Risk Parameters: Probability of Default, Loss Given Default and Exposure at Default

, 2016
Johanna Eckert, K. Jakob, M. Fischer
semanticscholar   +1 more source

Credit Portfolio Risk Evaluation based on the Pair Copula VaR Models

, 2015
Lü Changqing, Luo Yanlin, Li Mengzhen
semanticscholar   +1 more source

Loan portfolio optimization using Genetic Algorithm: A case of credit constraints

International Computer Engineering Conference, 2016
Noura Metawa, M. Elhoseny, M. Kabir Hassan, A. Hassanien   +3 more
semanticscholar   +1 more source

Credit portfolio management using two-level particle swarm optimization

Information Sciences, 2013
Fuqiang Lu, Min Huang, W. Ching, T. Siu
semanticscholar   +1 more source

Concentration risk model for Greek bank's credit portfolio

, 2014
Constantinos Lefcaditis, Anastasios Tsamis, J. Leventides   +2 more
semanticscholar   +1 more source

Valuation of Credit Derivatives Portfolio

SSRN Electronic Journal, 2016
Silke Prohl, Silke Prohl
openaire   +2 more sources

Forecasting credit portfolio components with a Markov chain model

Automation and remote control, 2012
G. Timofeeva, N. Timofeev
semanticscholar   +1 more source

Specification Risk and Calibration Effects of a Multifactor Credit Portfolio Model

Journal of Fixed Income, 2012
G. Dorfleitner, M. Fischer, Marco Geidosch   +2 more
semanticscholar   +1 more source

Credit Portfolio Risks

, 2013
C. Joseph
semanticscholar   +1 more source

Credit Portfolio Fundamentals

, 2013
C. Joseph
semanticscholar   +1 more source