| Credit portfolio management : accounting implications
|
2009 |
Burmester, Christian |
| Mark-to-market valuation of illiquid loans
|
2009 |
Becker, Claas |
| A holistic approach to risk management of credit portfolios
|
2009 |
Burmester, Christian |
| Default dependency modeling : an introduction to theory and application
|
2009 |
Bank, Sabine |
| How a revolution in the loan sale process transformed the secondary market and portfolio management
|
2009 |
Greenland, J. Kingley |
| What drives the arrangement timetable of bank loan syndication?
|
2009 |
Godlewski, Christophe J. |
| Definition and evaluation of basket credit derivatives and single-tranche collateralized debt obligation swaps
|
2009 |
Martin, Marcus R. W. |
| Characterization of the iTraxx indexes and the role of credit index-linked constant proportion portfolio insurances
|
2009 |
Gregoriou, Greg N. |
| Securitization of shipping loans
|
2009 |
Kasten, Christian |
| Implementing credit portfolio management
|
2009 |
Ridder, Thomas |
| The new Basel capital framework (Basel II) and its impact on investment decisions : an overview
|
2009 |
Knocinski, Martin |
| Credit risk capital allocation and performance measurement in banking institutions
|
2009 |
Poti, Valerio |
| Characteristics of credit assets and their relevance for credit asset management
|
2009 |
Bucher, Stephan |
| A credit contagion model for the dynamics of the rating transitions in a small- and medium-sized enterprises bank loan portfolio
|
2009 |
Basso, Antonella |
| Copula-based credit rating model for evaluating basket credit derivatives
|
2009 |
Papageorgiou, Nicolas |
| Credit default swap and other credit derivatives : valuation and application
|
2009 |
Karels, Ralph |
| Strategies of hedge funds and robust bayesian portfolio allocation in fixed-income markets
|
2009 |
Füss, Roland |
| Managing country risk
|
2009 |
Reisinger-Chowdhury, Nandita |
| Basel II expected loss as a control parameter
|
2009 |
Appasamy, Bernd |
| Loan-only credit default swaps
|
2009 |
Choudhry, Moorad |
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