Pages that link to "Item:Q623760"
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The following pages link to The credit risk\(^{+}\) model with general sector correlations (Q623760):
Displaying 9 items.
- Credit rating analysis using adaptive fuzzy rule-based systems: an industry-specific approach (Q300800) (← links)
- Sector concentration risk: a model for estimating capital requirements (Q409790) (← links)
- Generalized CreditRisk\(^+\) model and applications (Q906198) (← links)
- On the parameterization of the CreditRisk\(^+\) model for estimating credit portfolio risk (Q998291) (← links)
- Risk management in credit risk portfolios with correlated assets. (Q1413309) (← links)
- Estimation of correlations in portfolio credit risk models based on noisy security prices (Q1657453) (← links)
- Observations on industry practice in the construction of large correlation structures for risk and capital margins (Q2323662) (← links)
- Comparing the value at risk performance of the CreditRisk\(^+\) and its enhancement: a large deviations approach (Q2513666) (← links)
- CreditRisk<sup>+</sup>Model with Dependent Risk Factors (Q5379134) (← links)