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| keywords | textId | info | subkeywords | |||
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 | GoovaertsvandenBorreLaeven05 | Goovaerts , M. - van den Borre , E. - Laeven , R. (2005), Managing Economic and Virtual Economic Capital Within Financial Conglomerates, February 7 Web Download. | Applicazione a gruppi | | ||
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| CommitteeontheGlobalFinancialSystem03 | Committee on the Global Financial System (2003), Credit Risk Transfer, Bank for International Settlements, Basel, January Web Download. | , Inquadramento | | ||
| CossinPirotte00 | Cossin , D. - Pirotte , H. (2000), Advanced Credit Risk Analysis, John Wiley & Sons, New York. | Modelli di valutazione, Pricing e hedging | | |||
| Das00 | Das , S. (2000), Credit Derivatives & Credit Linked Notes: Trading & Management of Credit & Default Risk, John Wiley & Sons, New York. | Inquadramento, Pricing e hedging | | ||
| DeZordo04 | De Zordo , A. (2004), La gestione del rischio di credito. Sviluppo ed applicazione degli strumenti derivati su crediti, ALEA - Centro di ricerca sui rischi finanziari, Universitŕ di Trento, Tech Reports, Trento, nr. 19, aprile Web Download. | Inquadramento | | |||
| DuffieSingleton03 | Duffie , D. - Singleton , K. (2003), Credit Risk: Pricing, Management, and Measurement, Princeton University Press, Princeton. | Modelli di valutazione, Pricing e hedging | | ||
| EuropeanCentralBank04 | European 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 | | |||
| Finger02 | Finger , C. (2002), CreditGrades Technical Document, Risk Metrics Group, May. | Merton models, Pricing e hedging | | ||
| FitchRatings03 | FitchRatings (2003), Global Credit Derivatives: Risk Management or Risk?, Credit Policy, Special Report, March 10 Web Download. | Evoluzione mercato, Aspetti di vigilanza | | |||
| Persaud02 | Persaud , A. (2002), Where Have All the Risks Gone?, Erisk.com, Feature Articles, November 22 Web Download. | Evoluzione mercato | | ||
| Schönbucher03 | Schönbucher , P. J. (2003), Credit Derivatives Pricing Models: Model, Pricing and Implementation, John Wiley & Sons, New York. | Pricing e hedging | | |||
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| EomHelwegeHuang04 | Eom , Y. - Helwege , J. - Huang , J. (2004), Structural Models of Corporate Bond Pricing: An Empirical Analysis, in Review of Financial Studies, vol. 17, pagg. 499-544. | Applicazioni dell'option pricing | | |||
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| BluhmOverbeckWagner02 | Bluhm , C. - Overbeck , L. - Wagner , C. (2002), An Introduction to Credit Risk Modeling, Chapman e Hall, London. | Portfolio models | | |||
| CommitteeontheGlobalFinancialSystem03 | Committee on the Global Financial System (2003), Credit Risk Transfer, Bank for International Settlements, Basel, January Web Download. | , Inquadramento | | ||
| CossinPirotte00 | Cossin , D. - Pirotte , H. (2000), Advanced Credit Risk Analysis, John Wiley & Sons, New York. | Modelli di valutazione, Pricing e hedging | | |||
| DasFreedGengKapadia04 | Das , S. - Freed , L. - Geng , G. - Kapadia , N. (2004), Correlated Default Risk, June Web Download. | Correlazione tra insolvenze | | ||
| DuffieSingleton03 | Duffie , D. - Singleton , K. (2003), Credit Risk: Pricing, Management, and Measurement, Princeton University Press, Princeton. | Modelli di valutazione, Pricing e hedging | | |||
| EuropeanCentralBank04 | European 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 | | ||
| Finger02 | Finger , C. (2002), CreditGrades Technical Document, Risk Metrics Group, May. | Merton models, Pricing e hedging | | |||
| HickmanWollman02 | Hickman , A. - Wollman , J. (2002), An Evolutionary Leap in Credit Portfolio Risk Modeling, Erisk.com, New York, December 18th Web Download. | Portfolio models | | ||
| JacobsonLindéRoszbach04 | Jacobson , 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 | | |||
| Martin04 | Martin , R. (2004), Credit Portfolio Modeling Handbook, Credit Suisse First Boston, The Quantitative Credit Strategist, October 29 Web Download. | Portfolio models | | ||
| Schuermann04 | Schuermann , T. (2004), What Do We Know About Loss Given Default?, Federal Reserve Bank of New York, New York, February Web Download. | Modelli di valutazione | | |||
| SkoglundNystrom04 | Skoglund , J. - Nystrom , K. (2004), Portfolio Credit Risk Revisited, Stockholm, March 2 Web Download. | Portfolio models | | ||
| TrucharteArtigas04 | Trucharte 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) | | |||
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