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Show details for Capital budgeting - allocationCapital budgeting - allocation
Show details for Credit derivativesCredit derivatives
Show details for Obbligazioni di impreseObbligazioni di imprese
Hide details for Rischio di creditoRischio di credito
BluhmOverbeckWagner02Bluhm , C. - Overbeck , L. - Wagner , C. (2002),
An Introduction to Credit Risk Modeling,
Chapman e Hall, London.
Portfolio models
CommitteeontheGlobalFinancialSystem03Committee on the Global Financial System (2003),
Credit Risk Transfer,
Bank for International Settlements, Basel, January Web Download.
, Inquadramento
CossinPirotte00Cossin , D. - Pirotte , H. (2000),
Advanced Credit Risk Analysis,
John Wiley & Sons, New York.
Modelli di valutazione, Pricing e hedging
DasFreedGengKapadia04Das , S. - Freed , L. - Geng , G. - Kapadia , N. (2004),
Correlated Default Risk,
June Web Download.
Correlazione tra insolvenze
DuffieSingleton03Duffie , D. - Singleton , K. (2003),
Credit Risk: Pricing, Management, and Measurement,
Princeton University Press, Princeton.
Modelli di valutazione, Pricing e hedging
EuropeanCentralBank04European Central Bank (2004),
Credit risk transfer by EU banks: activities, risks and risk management,
European Central Bank, Banking Supervision Committee, Frankfurt, May Web Download.
Credit risk transfer, Evoluzione mercato
Finger02Finger , C. (2002),
CreditGrades Technical Document,
Risk Metrics Group, May.
Merton models, Pricing e hedging
HickmanWollman02Hickman , A. - Wollman , J. (2002),
An Evolutionary Leap in Credit Portfolio Risk Modeling,
Erisk.com, New York, December 18th Web Download.
Portfolio models
JacobsonLindéRoszbach04Jacobson , T. - Lindé , J. - Roszbach , K. (2004),
Credit risk versus capital requirements under Basel II: are SME loans and retail credit really different?,
Sveriges Riksbank, Working Papers Series, Stockholm, No. 162, April Web Download.
Modelli di valutazione, Basilea 2, SME
Martin04Martin , R. (2004),
Credit Portfolio Modeling Handbook,
Credit Suisse First Boston, The Quantitative Credit Strategist, October 29 Web Download.
Portfolio models
Schuermann04Schuermann , T. (2004),
What Do We Know About Loss Given Default?,
Federal Reserve Bank of New York, New York, February Web Download.
Modelli di valutazione
SkoglundNystrom04Skoglund , J. - Nystrom , K. (2004),
Portfolio Credit Risk Revisited,
Stockholm, March 2 Web Download.
Portfolio models
TrucharteArtigas04Trucharte Artigas , C. (2004),
A Review of Credit Registers and their Use for Basel II,
Bank for International Settlements, Financial Stability Institute Occasiona Papers, Basel, September Web Download.
Centrali dei rischi (Credit reporting systems)
Show details for Statistica multivariata avanzataStatistica multivariata avanzata
Show details for Titoli strutturati e securitizationTitoli strutturati e securitization
Show details for Titoli strutturati e securitization - CDOTitoli strutturati e securitization - CDO
Show details for VARVAR
Show details for VigilanzaVigilanza
Show details for Volatilità implicitaVolatilità implicita
Show details for (Not Categorized)(Not Categorized)