Go to content
UR Home

Forecasting Credit Portfolio Risk

Hamerle, Alfred, Liebig, Thilo and Scheule, Harald (2004) Forecasting Credit Portfolio Risk. Discussion paper / Deutsche Bundesbank: Series 2, Banking and financial studies 2004,1, Dt. Bundesbank, Frankfurt am Main.

[img]
Preview
PDF
Download (334kB)
Date of publication of this fulltext: 05 Aug 2009 13:58

Export bibliographical data



Item type:Monograph (UNSPECIFIED)
Date:2004
Additional Information (public):Elektronische Ressource
Institutions:Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Entpflichtete oder im Ruhestand befindliche Professoren > Lehrstuhl für Statistik (Prof. Dr. Alfred Hamerle)
Interdisciplinary Subject Network:Immobilien- und Kapitalmärkte
Keywords:asset correlation, bank regulation, Basel II, credit risk, default correlation, default probability, logit model, probit model, time-discrete hazard rate
Dewey Decimal Classification:300 Social sciences > 330 Economics
300 Social sciences > 310 General statistics
Status:Published
Refereed:Yes, this version has been refereed
Created at the University of Regensburg:Yes
Item ID:8235
Owner only: item control page

Downloads

Downloads per month over past year

  1. Homepage UR

University Library

Publication Server

Contact:

Publishing: oa@ur.de

Dissertations: dissertationen@ur.de

Research data: daten@ur.de

Contact persons