Global sensitivity analysis for latent factor credit risk models

von Baur, Dirk
Veröffentlicht in International journal of risk assessment and management (2009)

Quantitative assessment of securitisation deals

von Campolongo, Francesca
Veröffentlicht 20132012

˜Theœ Potential Impact of Banking Crises on Public Finances : An Assessment of Selected EU Countries Using SYMBOL

von Campolongo, Francesca
Veröffentlicht 2012

The potential impact of banking crises on public finances : an assessment of selected EU countries using SYMBOL

von Campolongo, Francesca
Veröffentlicht in Financial market trends (2012)

Pricing multiasset equity options : how relevant is the dependence function?

Veröffentlicht in Journal of banking & finance (2010)

Sensitivity analysis in practice : a guide to assessing scientific models

Veröffentlicht 2004

Banks under X-rays : business model choices and trading

Veröffentlicht in Journal of financial economic policy (2015)

Sense and sensitivity : an input space odyssey for asset-backed security ratings

Veröffentlicht in International journal of financial research (2012)

Deposit protection in the EU : state of play and future prospects

Veröffentlicht in Journal of banking regulation (2008)

Do Basel III capital and liquidity ratios predict bank distress? : evidence from Europe

Veröffentlicht in International Conference on Credit Analysis and Risk Management (2. : 2013 : Basel) Proceedings of the Second International Conference on Credit Analysis and Risk Management (2014)

Contingent conversion convertible bond : new avenue to raise bank capital

von Di Girolamo, Francesca Erica
Veröffentlicht in International journal of financial engineering (2017)

Modelling deposit insurance scheme losses in a Basel 2 framework

Veröffentlicht in Journal of financial services research (2011)

What makes a fair society? : Insights and evidence

Veröffentlicht 2017