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| keywords | textId | info | subkeywords | |||
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 | BouyeDurrlemanNikeghbaliRibouletRoncalli00 | Bouye , E. - Durrleman , V. - Nikeghbali , A. - Riboulet , G. - Roncalli , T. (2000), Copulas for Finance, Crédit Lyonnais Crédit Lyonnais, Groupe de Recherche Opérationnelle, Paris, July 23. | Copula functions | | ||
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| OesterreichischeNationalbank04 | Oesterreichische Nationalbank (2004), Best Practices in Risk Management for Securitized Products, Oesterreichische Nationalbank, Guidelines on Credit Risk Management, Wien, December Web Download. | Rating, Risk management | | ||
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| DeMarzo05 | De Marzo , P. (2005), The Pooling and Tranching of Securities: A Model of Informed Intermediation, in Review of Financial Studies, vol. 18, nr. 1, pagg. 1-35. | SME loans | | ||
| GregoryLaurent04 | Gregory , J. - Laurent , J. (2004), In the Core of Correlation, April Web Download. | Models, Correlazione | | |||
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| DhaeneVanduffelTangGoovaertsKaasVyncke04 | Dhaene , J. - Vanduffel , S. - Tang , Q. - Goovaerts , M. - Kaas , R. - Vyncke , D. (2004), Solvency Capital, Risk Measures and Comonotonicity: A Review, July 14 Web Download. | Confronto tra metodologie | | |||
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| 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 | | |||
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| GregoryLaurent04 | Gregory , J. - Laurent , J. (2004), In the Core of Correlation, April Web Download. | Models, Correlazione | | |||
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| BCBS01 | Basel Commitee on Banking Supervision (2001), The New Basel Capital Accord, Basel, January. | | ||||
| BCBS01a | Basel Commitee on Banking Supervision (2001a), Update on the New Basel Capital Accord, Basel, 25 June. | | | ||
| BCBS01b | Basel Commitee on Banking Supervision (2001b), Progress towards completion of the new Basel Capital Accord, Basel, 13 December. | | ||||
| BorioLowe01 | Borio , C. - Lowe , P. (2001), La problematica degli accantonamenti per perdite su crediti, in Rassegna trimestrale BRI, settembre. | | | ||
| Delaurentis01 | De Laurentis , G. (2001), Rating interni e credit risk management. L'evoluzione dei processi di affidamento bancari, Bancaria Editrice, Roma. | | ||||
| Diamond84 | Diamond , D. (1984), Financial Intermediation and Delegated Monitoring, in Review of Economic Studies, n.51, pagg. 393-414. | | | ||
| Diamond91 | Diamond , D. (1991), Monitoring and Reputation: The Choice between Bank Loans and Directly Placed Debt, in Journal of Political Economy, n.4, pagg.689-721. | | ||||
| Fei01a | Fondo Europeo Investimenti (2001a), SME guarantee facility, FEI. | | | ||
| ModyPatro96 | Mody , A. - Patro , D. (1996), Methods of Loan Guarantee Valuation and Accounting, Research Paper, World Bank. | | ||||
| Standard&Poors01 | Standard & Poor's (2001), Corporate Ratings Criteria, Standard & Poor's. | | | ||
| WorldBank98 | World Bank (1998), World Bank Guarantees Handbook, World Bank. | | ||||
