Results 331 to 340 of about 324,166 (346)

Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation

Operations Research, 2008
Achal Bassamboo, Sandeep Juneja, Assaf Zeevi   +2 more
exaly  

A Market-Based Measure of Credit Portfolio Quality and Banks' Performance During the Subprime Crisis

Management Science, 2012
Wolf Wagner
exaly  

The basics of portfolio credit risk

2005
openaire   +1 more source

Sequential Importance Sampling and Resampling for Dynamic Portfolio Credit Risk

Operations Research, 2012
Kay Giesecke
exaly  

MANAGING CREDIT PORTFOLIOS

2007
openaire   +1 more source

Portfolio Credit Risk

2013
openaire   +1 more source

From Single Credit Risks to Credit Portfolios

2006
openaire   +2 more sources

Research on the Optimization of Commercial Bank Technology Credit Asset Portfolio Model Under Fractal Distribution

Computational Economics
Xu Wu
exaly  

Multivariate credit portfolio management using cluster analysis

Journal of Risk Finance, 2015
exaly  

Portfolio credit risk with predetermined default orders

Quantitative Finance, 2016
exaly