-
1Academic Journal
المؤلفون: Bahrom A. Tursunov
المصدر: Вестник Российского экономического университета имени Г. В. Плеханова, Vol 0, Iss 1, Pp 45-52 (2017)
مصطلحات موضوعية: credit risk, method and process of management, credit portfolio risk, Economics as a science, HB71-74
وصف الملف: electronic resource
-
2
المؤلفون: Herbertsson, Alexander, 1977
المصدر: Working Papers in Economics (online).
مصطلحات موضوعية: Economics, Nationalekonomi, stock price modelling, equity portfolio risk, credit portfolio risk, risk management, Value-at-Risk, intensity-based models, credit copula models, numerical methods
URL الوصول: https://gup.ub.gu.se/publication/328357
-
3
المؤلفون: Herbertsson, Alexander, 1977
المصدر: Working Papers in Economics (online).
مصطلحات موضوعية: Economics, Nationalekonomi, credit portfolio risk, intensity-based models, factor models, credit copula models, Value-at-Risk, conditional independent dependence modelling, saddlepoint-methods, Fourier-transform methods, numerical methods, equity portfolio risk, stock price modelling with jumps
URL الوصول: https://gup.ub.gu.se/publication/332692
-
4Academic Journal
المؤلفون: Volkova, N.I., Kunkel, A.A.
المصدر: Economiсs and organization of management; No. 1(29) (2018); 52-63 ; Экономика и организация управления; № 1(29) (2018); 52-63 ; Економіка і організація управління; № 1(29) (2018); 52-63 ; 2707-9899 ; 2307-2318
مصطلحات موضوعية: credit portfolio, credit policy, profitability, credit portfolio risk, loan portfolio management, кредитный портфель, кредитная политика, доходность, риск кредитного портфеля, управление кредитным портфелем, кредитний портфель, кредитна політика, дохідність, ризик кредитного портфеля, управління кредитним портфелем
وصف الملف: application/pdf
-
5Academic Journal
المؤلفون: Arora, Anju
المصدر: IIMS Journal of Management Science 4(1):77-87. 2013
-
6Academic Journal
المؤلفون: Bandyopadhyay, Arindam, Ganguly, Sonali
المصدر: The Journal of Risk Finance, 2012, Vol. 14, Issue 1, pp. 87-99.
-
7Academic Journal
المؤلفون: Brody, Dorje C., Hughston, Lane P., Macrina, Andrea
المصدر: Proceedings: Mathematical, Physical and Engineering Sciences, 2008 Jul 01. 464(2095), 1801-1822.
URL الوصول: https://www.jstor.org/stable/20209499
-
8Academic Journal
المؤلفون: Geidosch, Marco, Fischer, Matthias
مصطلحات موضوعية: ddc:330, pair-copula constructions, vine copulas, Archimedean and elliptical copulas, credit portfolio risk, economic capital, R-vine, D-vine
Relation: gbv-ppn:870067907; Journal: Journal of Risk and Financial Management; Volume: 9; Year: 2016; Issue: 2; Pages: 1-15; Basel: MDPI; http://hdl.handle.net/10419/178571
-
9Academic Journal
المؤلفون: Ferdinand Mager, Christian Schmieder
المساهمون: The Pennsylvania State University CiteSeerX Archives
مصطلحات موضوعية: Unfunded pensions, pension insurance, mutual insurance association, book reserve system, credit portfolio risk, risk-adjusted premiums
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.514.4143; http://www.pbfeam2008.bus.qut.edu.au/papers/documents/FerdinandMager_Final.pdf
-
10Book
المؤلفون: Campanella, Francesco, Serino, Luana
المساهمون: Campanella, Francesco, Serino, Luana
مصطلحات موضوعية: Credit portfolio risk
Relation: info:eu-repo/semantics/altIdentifier/isbn/9788891635686; http://hdl.handle.net/11591/407360
الاتاحة: http://hdl.handle.net/11591/407360
-
11Academic Journal
المؤلفون: Chen, R, Wang, Z, Yang, L, Ng, CT, Cheng, TCE
المساهمون: Department of Logistics and Maritime Studies
مصطلحات موضوعية: Credit Portfolio Risk, Data Analytics, Decision Making, Operational Risk Management, Simulation
Relation: http://hdl.handle.net/10397/90695; 84; 123; 53; 2-s2.0-85088294842; a1007-n05; 2418
-
12Academic Journal
المؤلفون: Peter Neu, Group Risk Control, Dresdner Bank Ag
المساهمون: The Pennsylvania State University CiteSeerX Archives
مصطلحات موضوعية: Key words, credit portfolio risk measurement, contagion, correlation, capital allocation
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.491.2308; http://workshop.mathfinance.de/2004/papers/neu/paper-credit_risk.pdf
-
13Academic Journal
المؤلفون: Daniel Egloff, Zürcher Kantonalbank, Paolo Vanini
المساهمون: The Pennsylvania State University CiteSeerX Archives
مصطلحات موضوعية: JEL Classification Codes, C19, C69, G18, G21. KEY WORDS, Credit Portfolio Risk Management, Contagion, Macroeconomic and Mi- crostructural Interdependence, Value-at-Risk, Expected Shortfall
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.139.3002; http://www.econ.ku.dk/Fru/Events_News/PDF/contagion10.pdf
-
14
مصطلحات موضوعية: portfolio credit risk, restructuring, управления портфельным кредитным риском банка, bank, портфельный кредитный риск, реструктуризація, управління портфельним кредитним ризиком банку, портфельний кредитний ризик, реструктуризация, банк, management of bank credit portfolio risk
وصف الملف: application/pdf
-
15Report
المؤلفون: Dannenberg, Henry
مصطلحات موضوعية: ddc:330, C15, D81, G11, credit portfolio risk, estimation uncertainty, bootstrapping, economic equity, Kreditrisikobewertung, Schätzunsicherheit, ökonomisches Eigenkapital
Relation: Series: IWH Discussion Papers; No. 11/2011; gbv-ppn:671000764; urn:nbn:de:101:1-201108193500; http://hdl.handle.net/10419/52396; RePEc:zbw:iwhdps:iwh-11-11
-
16Report
المؤلفون: Dannenberg, Henry
مصطلحات موضوعية: Kreditrisiko, Portfolio-Management, Statistische Verteilung, Schätztheorie, Value at Risk, Bootstrap-Verfahren, Theorie, jel:C15, jel:D81, jel:G11, Kreditrisikobewertung, Konfidenzregion, Schätzunsicherheit, Bootstrapping, confidence region, credit portfolio risk, estimation uncertainty
-
17Report
المؤلفون: Güttler, André, Raupach, Peter
مصطلحات موضوعية: ddc:330, G32, G24, C41, Rating drift, Downward momentum, Credit portfolio risk, Value-at-Risk, Kreditrisiko, Portfolio-Management, Kreditwürdigkeit, Value at Risk, Theorie, USA
Relation: Series: Discussion Paper Series 2; No. 2008,16; gbv-ppn:570360986; http://hdl.handle.net/10419/19793; RePEc:zbw:bubdp2:7326
الاتاحة: http://hdl.handle.net/10419/19793
-
18Report
المؤلفون: Düllmann, Klaus, Scheicher, Martin, Schmieder, Christian
مصطلحات موضوعية: ddc:330, C15, G21, Asset correlations, sector concentration, credit portfolio risk, Kreditrisiko, Value at Risk, Portfolio-Management, Buchwert, Korrelation, Europa
Relation: Series: Discussion Paper Series 2; No. 2007,13; gbv-ppn:54627062X; http://hdl.handle.net/10419/19772; RePEc:zbw:bubdp2:6352
الاتاحة: http://hdl.handle.net/10419/19772
-
19Report
المؤلفون: Gaspar, Raquel M., Schmidt, Thorsten
مصطلحات موضوعية: Portfolio Credit Derivates, Credit Portfolio Risk, Short-Rate, Credit Spreads, Subprime Mortgage Turmoil
Relation: DG /Working papers series nº 4-07.; Gaspar, Raquel M. e Thorsten Schmidt. 2007. "On the pricing of CDOs". Instituto Superior de Economia e Gestão. Departamento de Gestão. Working papers series nº 4-07.; http://hdl.handle.net/10400.5/23640
الاتاحة: http://hdl.handle.net/10400.5/23640
-
20Report
المؤلفون: Dickler, Robert A., Schalast, Christoph
مصطلحات موضوعية: ddc:330, G22, G28, G32, Focus, diversification, specialization, monitoring, bank returns, bank risk, Non Performing Loans, Distressed debt investing, Synthetic securitization, Collateralized debt obligations, Credit risk transfer, Credit derivatives, Credit default swaps, Credit recovery swaps, Credit portfolio management, Credit portfolio risk, Credit portfolio returns, Efficiency of credit risk portfolio allocations, Learning effects
Relation: Series: HfB - Working Paper Series; No. 73; gbv-ppn:577674986; urn:nbn:de:101:1-2008082793; http://hdl.handle.net/10419/27841; RePEc:zbw:fsfmwp:73
Full Text Finder