Results 331 to 340 of about 982,306 (342)

Quantitative Credit Portfolio Management : Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk

, 2011
Arik Ben Dor, L. Dynkin, Jay Hyman, Bruce D. Phelps   +3 more
semanticscholar   +1 more source

OPTIMAL INVESTMENT IN CREDIT DERIVATIVES PORTFOLIO UNDER CONTAGION RISK

, 2014
Lijun Bo, A. Capponi
semanticscholar   +1 more source

Estimating Sensitivities of Portfolio Credit Risk Using Monte Carlo

INFORMS journal on computing, 2014
L. Hong, S. Juneja, Jun Luo
semanticscholar   +1 more source

The Effect of Sovereign Wealth Funds on the Credit Risk of Their Portfolio Companies

, 2014
F. Bertoni, S. Lugo
semanticscholar   +1 more source

Loan Portfolio and Credit Management

2019
Joshua Abor, Lord Mensah, Agyapomaa Gyeke-Dako, Mohammed Amidu, Vera Ogeh Fiador, Elikplimi Komla Agbloyor   +5 more
openaire   +2 more sources

Particle Methods For The Estimation Of Credit Portfolio Loss Distributions

, 2010
R. Carmona, S. Crépey
semanticscholar   +1 more source

Credit Portfolio Simulation

, 2010
M. Kalkbrener
semanticscholar   +1 more source

Credit Portfolio Insurance

, 2010
Saiyid S. Islam
semanticscholar   +1 more source

Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives

, 2009
Daniel Rösch, Harald Scheule
semanticscholar   +1 more source

Credit Portfolio Losses

2009
Applied ...
openaire   +1 more source