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(
Please check DefaultRisk.com
for details. ) |
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(9)¡@A
Framework for Collateral Risk Control Determination
¡@¡@ ( By Diddier Cossin of HEC, University of Lousanne, Zhijiang
Huang of Fame and HEC, University of Lousanne, Daniel Aunon-Nerin
of Fame and HEC, University of Lousanne, and Fernando Gonzalez
European Central Bank ) |
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(11)¡@Credit
Barrier Models
¡@¡@ ( By Claudio Albanese of the University of Toronto, Giuseppe
Campolieti of the University of Toronto, Oliver Chen of
the University of Toronto, and Andrei Zavidonov of the University
of Toronto ) |
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(13)¡@Taken
to the Limit: Simple and Not-so-simple Loan Loss Distributions
¡@¡@ ( By Philipp J. Schonbucher of Bonn University ) |
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(15)¡@Unifying
Discrete Structural Credit Risk Models and Reduced-Form
Models
¡@¡@ ( By Cho-Jieh Chen of the University of Waterloo, and
Harry Panjer of the University of Waterloo ) |
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(16)¡@Large
Portfolio Losses
¡@¡@ ( By Amir Dembo of Stanford University, Jean-Dominique
Deuschel of Technische Universitat, and Darrell Duffie of
Stanford University ) |
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(25)¡@Modeling
Default Risk
¡@¡@ ( By Peter J. Crosbie of Moody's|KMV, and Jeffrey R.
Bohn of Moody's|KMV ) |
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(28)¡@An
Empirical Investigation of the Effects of Macroeconomic
Variables on Default Risk
¡@¡@ ( By Jun Yang of the University of Toronto ) |
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(32)¡@A
Unifying Framework for Modeling Individual Time-Varying
Default Probabilities
¡@¡@ ( By Alfred Hamerle of the University of Regensburg,
and Daniel Rosch of the University of Regensbur ) |
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(34)¡@Time
Series Dynamics in Loan Losses
¡@¡@ ( By Suzan Hol of the Erasmus University Rotterdam
) |
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(36)¡@Methodological
Problems of Quantitative Credit Risk Modeling in the Czech
Economy
¡@¡@ ( By Alexis Derviz of Czech National Bank, Institute
of Information Theory and Automation CAS, and Narcisa Kadl?akova
of Czech National Bank ) |
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(43)¡@Stable
Modeling of Credit Risk
¡@¡@ ( By Svetlozar Rachev of the University of Karlsruhe,
Eduardo Schwartz of the University of California, and Irina
Khindanova of the University of California at Santa Barbara
) |
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(44)¡@State
Modeling of Credit Risk
¡@¡@ ( By Svetlozar Rachev of the University of Karlsruhe,
Eduardo Schwartz of UCLA, and Irina Khindanova of University
of California at Santa Barbara ) |
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(45)¡@Modelling
of Default Risk: Mathematicals Tools
¡@¡@ ( By Monique Jeanblanc of the Universited¡¦Evry Vald¡¦Essonne,
and Marek Rutkowski of the Warsaw University of Technology
) |
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(48)¡@Modelling
of Default Risk: an Overview
¡@¡@ ( By Monique Jeanblanc of the Universite d' Evry Vald'
Essonne, and Marek Rutkowski of the Warsaw University of
Technology ) |
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(50)¡@Devil
in the Parameters
¡@¡@ ( By H. Ugur Koyluoglu, Anil Bangia, and Thomas Garside
all of Oliver, Wyman & Company ) |
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(52)¡@Credit
Risk Modelling
¡@¡@ ( By Patricia Jackson, Pamela Nickell and William Perraudin,
Regulatory Policy Division, Bank of England ) |
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(55)¡@Probabilistic
Aspects of Default Risk Modeling
¡@¡@ ( By Tomasz Bielecki of Northeastern Illinois University,
and Marek Rutkowski of the Technical University of Warsaw
) |
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(58)¡@Portfolio
Credit Risk
¡@¡@ ( By Thomas C. Wilson of McKinsey and Company ) |
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(63)¡@Credit
Risk Models at Major U.S. Banking Institutions:
¡@¡@ ( By the Federal Reserve System Task Force on Internal
Credit Risk Models ) |
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(65)¡@CreditRisk+
A Credit Risk Management Framework
¡@¡@ ( By Tom Wilde of CSFB ) |
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(67)¡@CreditMetrics?
-- Technical Document
¡@¡@ ( By Greg M. Gupton of the Morgan Guaranty Trust Company,
Christopher C. Finger of the Morgan Guaranty Trust Company,
and Mickey Bhatia of the Morgan Guaranty Trust Company )
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