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An Introduction to Credit Risk Modeling · Study

BookAn Introduction to Credit Risk Modeling

Christian Bluhm2002

Book2002

An Introduction to Credit Risk Modeling

Christian Bluhm · Ludger Overbeck · Christoph Wagner

227 citations·0/0 files stored·Chapman & Hall/CRC eBooks

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Credit Risk and Financial Regulations Financial Risk and Volatility Modeling Financial Distress and Bankruptcy Prediction

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2007Credit Risk Assessment and Relationship Lending: An Empirical Analysis of German Small and Medium-Sized Enterprises*2007The impact of predatory loan terms on subprime foreclosures: The special case of prepayment penalties and balloon payments 2004Integrated risk modelling 2010Efficient estimation of large portfolio loss probabilities in t-copula models 2004Systematic Risk in Recovery Rates - an Empirical Analysis of U.S. Corporate Credit Exposures 2016Systematic Risk in Recovery Rates: An Empirical Analysis of Us Corporate Credit Exposures 2006Homogeneous semi-Markov reliability models for credit risk management*2012Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics

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Year2002

Typebook

Published2002-09-27

VenueChapman & Hall/CRC eBooks

Languageen

Citations227

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.1201/9781420057362

openalex_workW4300924191

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