Submit Your Paper | Fitch Ratings Jobs [ Worldwide] | Post Your Résumé
For Recruiters | | Featured Book
Paris-Princeton Lectures on Mathematical Finance 2004 Finance 2004
by Rene A. Carmona, Ivar Ekeland, Arturo Kohatsu-Higa, Jean-Michel Lasry, Pierre-Louis Lions, Huyen Pham, Erik Taflin, Springer, (October 1, 2007), Paperback, 248 pages |  | Training Discounted for DefaultRisk.com visitors only:
The Mathematics of Credit Derivatives: The Essential Credit Modelling and Pricing Companion
by Philipp J. Schönbucher,
WBS Training, August 2003, DVD / Interactive CD-ROM | Sponsor:
Shop at Amazon.com and support DefaultRisk.com  |
| | JEL Classification C1
"Econometric and Statistical Methods: General"These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the C1 classification. (sorted by date) Düllmann, Klaus and Nancy Masschelein, "A Tractable Model to Measure Sector Concentration Risk in Credit Portfolios", Journal of Financial Services Research, Vol. 32, No. 1-2, (October 2007), pp. 55-79. [Abstract] Rating Philosophies: Some Clarifications
by Zoltan Varsanyi of the Magyar Nemzeti Bank
(245K PDF) –- 16 pages -- January 2007 From Fault Tree to Credit Risk Assessment: A Case Study
by Hayette Gatfaoui of the University of Technology, Sydney
(394K PDF) -- 32 pages -- September 2004 From Fault Tree to Credit Risk Assessment: An Empirical Attempt
by Hayette Gatfaoui of the University Paris I - Panthéon-Sorbonne
(322K PDF) -- 23 pages -- June 2003 Credit Risk Factor Modeling and the Basel II IRB Approach
by Alfred Hamerle of the University of Regensburg,
Thilo Liebig of Deutsche Bundesbank, and
Daniel Rösch of the University of Regensburg
(478K PDF) -– 32 pages -- 2003
[Home] [JEL Classification] | |
     
|
