CreditRisk\(^+\) in the banking industry. (Q1883333)

The articles of this volume will be reviewed individually. Indexed articles: \textit{Gundlach, Volker Matthias}, Basics of CreditRisk\(^+\), 7-24 [Zbl 1109.91034] \textit{Tasche, Dirk}, Capital allocation with CreditRisk\(^+\), 25-43 [Zbl 1095.91021] \textit{Wieczerkowski, Christian}, Risk factor transformations relating CreditRisk\(^+\) and CreditMetrics, 45-68 [Zbl 1095.91041] \textit{Haaf, Hermann; Reiß, Oliver; Schoenmakers, John}, Numerically stable computation of CreditRisk\(^+\), 69-77 [Zbl 1095.91032] \textit{Giese, Götz}, Enhanced CreditRisk\(^+\), 79-90 [Zbl 1095.91029] \textit{Gordy, Michael B.}, Saddlepoint approximation, 91-110 [Zbl 1095.91031] \textit{Reiß, Oliver}, Fourier inversion techniques for CreditRisk\(^+\), 111-128 [Zbl 1095.91037] \textit{Akkaya, Nese; Kurth, Alexandre; Wagner, Armin}, Incorporating default correlations and severity variations, 129-152 [Zbl 1095.91025] \textit{Giese, Götz}, Dependent risk factors, 153-165 [Zbl 1095.91030] \textit{Bröker, Frank; Schweizer, Stefan}, Integrating rating migration, 167-185 [Zbl 1095.91507] \textit{Binnenhei, Carsten}, An analytic approach to rating transitions, 187-214 [Zbl 1109.91022] \textit{Reiß, Oliver}, Dependent sectors and an extension to incorporate market risk, 215-230 [Zbl 1095.91038] \textit{Boegelein, Leif; Hamerle, Alfred; Knapp, Michael; Rösch, Daniel}, Econometric methods for sector analysis, 231-248 [Zbl 1095.91026] \textit{Lesko, Michael; Schlottmann, Frank; Vorgrimler, Stephan}, Estimation of sector weights from real-world data, 249-258 [Zbl 1090.91552] \textit{Schlottmann, Frank; Seese, Detlef; Lesko, Michael; Vorgrimler, Stephan}, Risk-return analysis of credit portfolios, 259-278 [Zbl 1095.91020] \textit{Merino, Sandro; Nyfeler, Mark}, Numerical techniques for determining portfolio credit risk, 279-309 [Zbl 1095.91018] \textit{Kluge, Daniel; Lehrbass, Frank B.}, Some remarks on the analysis of asset-backed securities, 311-323 [Zbl 1095.91017] \textit{Hellmich, Martin; Steinkamp, Oliver}, Pricing and hedging of structured credit derivatives, 325-362 [Zbl 1109.91024]