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Granularity Adjustment for Basel Ii
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Granularity Adjustment for Basel Ii (2016)Granularity Adjustment for Basel IiSpecification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model (2012)Specification and Calibration…Credit Risk Management (2011)Credit Risk ManagementMeasuring portfolio credit risk correctly: Why parameter uncertainty matters (2010)Measuring portfolio credit ri…Stress Testing Credit Risk: Is the Czech Republic Different from Germany? (2008)Stress Testing Credit Risk: I…Asset Correlations and Credit Portfolio Risk: An Empirical Analysis (2007)Asset Correlations and Credit…Portfolio Credit Risk (1998)Ratings migration and the business cycle, with application to credit portfolio stress testing (2002)A risk-factor model foundation for ratings-based bank capital rules (2003)Monetary Conditions and Banks’ Behaviour in the Czech Republic (2015)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Parameter Uncertainty and the Credit Risk of Collateralized Debt Obligations (2008)Systemic Risk Contributions (2011)Basel III, capital stability, risk-taking, ownership: Evidence from Asia (2014)Limits to International Banking Consolidation (2007)Trading book and credit risk: How fundamental is the Basel review? (2016)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)Exploiting Dependence: Day-Ahead Volatility Forecasting for Crude Oil and Natural Gas Exchange-Traded Funds (2018)Examining the Determinants of Credit Risk Management and Their Relationship with the Performance of Commercial Banks in Nepal (2023)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)
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  • 2012Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model54 cited
  • 2011Credit Risk Management41 cited
  • 2008Stress Testing Credit Risk: Is the Czech Republic Different from Germany?33 cited
  • 2007Asset Correlations and Credit Portfolio Risk: An Empirical Analysis33 cited
  • 2010Measuring portfolio credit risk correctly: Why parameter uncertainty matters31 cited

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