Pages that link to "Item:Q2947348"
From MaRDI portal
The following pages link to REGULATORY CAPITAL MODELING FOR CREDIT RISK (Q2947348):
Displaying 7 items.
- State dependent correlations in the Vasicek default model (Q830304) (← links)
- Model-free computation of risk contributions in credit portfolios (Q2185453) (← links)
- Robust and consistent estimation of generators in credit risk (Q4554476) (← links)
- Quantifying credit portfolio losses under multi-factor models (Q5031704) (← links)
- MODELING LIFETIME EXPECTED CREDIT LOSSES ON BANK LOANS (Q5061495) (← links)
- Metamodel of a Large Credit Risk Portfolio in the Gaussian Copula Model (Q5144186) (← links)
- Efficient algorithms for calculating risk measures and risk contributions in copula credit risk models (Q6199670) (← links)
