9 research outputs found
Are SME Loans Less Risky than Regulatory Capital Requirements Suggest?
- Publication venue
- 'Pageant Media US'
- Publication date
- Field of study
Stress EAD: Experience of 2003 Korea Credit Card Distress
- Publication venue
- 'Hanyang Economic Research Institute'
- Publication date
- Field of study
Forecasting Retail Portfolio Credit Risk
- Author
- Altman E.I.
- Basel Committee on Banking Supervision.
- Basel Committee on Banking Supervision.
- Basel Committee on Banking Supervision.
- Basel Committee on Banking Supervision.
- Basel Committee on Banking Supervision.
- Basel Committee on Banking Supervision.
- Black F.
- Credit Suisse Financial Products
- Crosbie P.
- DANIEL RÖSCH
- Dietsch M.
- Finger C.
- Finger C.C.
- Gordy M.B.
- Gordy M.B.
- Gordy M.B.
- Gupton G.M.
- HARALD SCHEULE
- Iscoe I.
- Lucas D.J.
- Merton R .
- Merton R .
- Pinheiro J.C.
- Rösch D.
- Vasicek O.A.
- Wilde T.
- Wilson T.
- Wilson T.
- Publication venue
- 'Emerald'
- Publication date
- 01/01/2004
- Field of study
Replicating portfolio approach to capital calculation
- Author
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- Field of study
Integrating Interest Rate Risk in Credit Portfolio Models
- Author
- Barnhill T.M.
- Barth J.
- Basel Committee on Banking Supervision.
- Basel Committee on Banking Supervision.
- Basel Committee on Banking Supervision.
- Billingsley P.
- Cox J.C.
- De Munnik J.F.J.
- Finger C.C.
- Gordy M.B.
- Grundke P.
- Gupton G.M.
- Hull J.
- Iscoe I.
- Kiesel R.
- Kijima M.
- Lehrbass F.
- Moody's Investors Service
- PETER GRUNDKE
- Vasicek O.A.
- Vasicek O.A.
- Publication venue
- 'Emerald'
- Publication date
- Field of study
The Basel Capital Accords and International Mortgage Markets: A Survey of the Literature
- Author
- Allen L.
- Allen L.
- Allen L.
- Allen L.
- Allen L.
- Allen L.
- Allen T.
- Altman E.I.
- Apgar W.
- Asarnow E.
- Baer H.L.
- Bank for International Settlements
- Barnhill T.M. Jr.
- Beatty A.
- Benink H.
- Berger A.N.
- Berger A.N.
- Bernanke B.S.
- Bikker J.A.
- Boyd J.H.
- Brinkmann E.
- Calem P.S.
- Campbell T.S.
- Cantor R.
- Caprio G.
- Carey M.
- Carr J.
- Carty L.V.
- Chiuri M.
- Clauretie T.M.
- Cotterman R.F.
- Crouhy M.
- Diamond D.
- Donahoo K.K.
- Duebel H.J.
- Ediz T.
- Ferri G.
- Freixas X.
- Gonzalez-Rivera G.
- Gordy M.B.
- Gordy M.B.
- Greenspan A.
- Griep C.
- Gupton G.M.
- Gupton G.M.
- Hagen L.
- Hammes W.
- Hancock D.
- Hancock D.
- Handorf W.C.
- Haubrich J.
- Hawke J.D.
- Hendricks D.
- International Swaps and Derivatives Association (ISDA)
- Jackson P. with
- Jagtiani J.
- Johnson R.
- Kang J.K.
- Keeley M.C.
- Keeton W.R.
- Kim S.B.
- Klopfer E.
- Kryzanowski L.
- Kryzanowski L.
- Laderman E.S.
- Lam C.H.
- Linnell I.
- Lopez J.A.
- Madura J.
- Manning D.
- McCauley R.N.
- Mingo J.J.
- Morgan G.E.
- Mpuga P.
- Odenbach M.
- Pavel C.
- Pavel C.
- Peek J.
- Peek J.
- Peek J.
- Peek J.
- Purhonen M.
- Rajan R.G.
- Rajan R.G.
- Reisen H.
- Rime B.
- Rule D.
- Saunders A.
- Saunders A.
- Saurina J.
- Shih J.
- Simons K.
- Stiroh K.J.
- Thakor A.V.
- Wagster J.D.
- Wall L.D.
- Wall L.D.
- White L.
- White N.W.
- Zhou C.
- Publication venue
- 'Wiley'
- Publication date
- Field of study
A Comparative Analysis of CDO Pricing Models under the Factor Copula Framework
- Author
- Agca S
- Albrecher H
- Amraoui S
- Andersen L.
- Andersen L.
- Andersen L.
- Ashcraft A.B
- Bastide D.
- Bielecki T.R
- Burton R.M.
- Burtschell X.
- Carr P.
- Chabaane A.
- Charpentier A.
- Cherubini U.
- Cousin A.
- Das S.R.
- Demarta S.
- Duffie D.
- Dufresne D.
- Eckner A.
- El Karoui N.
- Elouerkhaoui Y
- Elouerkhaoui Y
- Embrechts P.
- Finger C.C.
- Frees E.W.
- Frey R.
- Giesecke K.
- Gordy M.
- Greenberg A.
- Gregory J.
- Gregory J.
- Gössl C.
- Halperin I.
- Hull J.
- Jackson K.
- Jean-Paul Laurent
- Joe H.
- Jonathan Gregory
- Krekel M.
- Krekel M.
- Laurent J.-P.
- Lipton A.
- Madan D. B.
- Malevergne Y.
- Mashal R.
- Mashal R.
- McGinty L.
- Merino S.
- Morgan S.
- Müller A.
- Nelsen R.
- Pykhtin M.
- Rogge E.
- Schloegl L.
- Schönbucher P.
- Schönbucher P.
- Vasicek O.
- Walker M.B.
- Wong D.
- X. Burtschell
- Publication venue
- 'Pageant Media US'
- Publication date
- Field of study
Nuclear quadrupole moments of bromine and iodine from combined atomic and molecular data
- Author
- A. Halkier
- A.D. Buckingham
- B. Engels
- B.A. Hess
- C. Froese Fischer
- D. Sundholm
- D. Sundholm
- D. Sundholm
- D. Sundholm
- D. Taqqu
- E. Luc-Koenig
- E. van Lenthe
- F.A. Parpia
- F.J. Lovas
- G. Jansen
- G.H. Fuller
- G.J. Perlow
- H. Haas
- H.S.P. Müller
- I. Lindgren
- I. Lindgren
- J. Bieroń
- J. Bieroń
- J. Bieroń
- J. Bieroń
- J. Bieroń
- J. Olsen
- J. Olsen
- J. Thyssen
- J.G. King
- K. Murakawa
- K. Paduch
- K.G. Dyall
- L. Visscher
- M. Barysz
- M. Dolg
- M. Douglas
- M. Pernpointner
- M. Pernpointner
- M. Tokman
- M. Tokman
- M.B. White
- P. Jönsson
- P. Jönsson
- P. Pyykkö
- P. Pyykkö
- P. Pyykkö
- P. Raghavan
- R. Livingston
- R. Robinette
- T. Brage
- T.D. Varberg
- V. Jaccarino
- V. Kellö
- V. Kellö
- V. Kellö
- V. Kellö
- V. Kellö
- V. Kellö
- V. Kellö
- V. Kellö
- V. Kellö
- V.S. Korol’kov
- W. Gordy
- Publication venue
- 'American Physical Society (APS)'
- Publication date
- Field of study
Application of terahertz spectroscopy for remote express analysis of gases
- Author
- A. Crocker
- A. Korneev
- A.A. Frolov
- A.A. Frolov
- A.A. Glagolyeva-Arkadyeva
- A.F. Krupnov
- A.S. Pine
- A.V. Gaponov
- A.V. Ovchinnikov
- B. Clough
- B. Clough
- B. Epsztein
- B. Gorshunov
- B. Sartorius
- B.A. Knyazev
- B.S. Dumesh
- B.S. Williams
- C. Baker
- C. Hepp
- C. Hill
- C. Janke
- C. Vicario
- C.D. Amico
- D. S. Sitnikov
- D. You
- D.E. Burch
- D.H. Auston
- D.H. Auston
- D.J. Cook
- D.J. Hilton
- D.L. Woolard
- D.M. Mittleman
- E. Bründermann
- E. Gerecht
- F. Zernike Jr
- F.J. Low
- F.S. Rusin
- G. Klatt
- G. Klatt
- G. Mourou
- G. Ramian
- G. Zhao
- G.P. Gallerano
- G.V. Kozlov
- H. Eisele
- H. Hamster
- H. Hamster
- H. Harde
- H. Harde
- H. Harde
- H. Lin
- H. Rubens
- H.A. Hafez
- H.B. Liu
- H.C. Liu
- H.C. Liu
- H.M. Pickett
- H.M. Randall
- I. Tomita
- I. V. Il’ina
- J. Dai
- J. Dai
- J. Dai
- J. Dai
- J. Liu
- J. Liu
- J. Liu
- J.-F. Lampin
- J.T. Cronin
- J.T. Darrow
- K. Reimann
- K. Su
- K. Suto
- K.Y. Kim
- L. Consolino
- L.R. Elias
- L.S. Rothman
- M. B. Agranat
- M. Bass
- M. Esaulkov
- M. Esaulkov
- M. Exter van
- M. Graf
- M. Kreß
- M. Kroug
- M.B. Golant
- M.B. Golant
- M.D. Thomson
- M.H.F. Wilkins
- M.J. Khan
- M.J.E. Golay
- M.S. Vitiello
- M.S. Vitiello
- M.V. Tsarev
- N. Gopalsami
- N. Gopalsami
- N. Gopalsami
- N. Karpowicz
- N. Kukutsu
- N. Picqué
- N. Shimizu
- N. Shimizu
- N.A. Irisova
- P. Maagt De
- P.Y. Han
- R. Kohler
- R. Kompfner
- R.B. Barnes
- R.F. Kazarinov
- R.H. Jacobsen
- R.H. Varian
- R.L. Poynter
- R.M. Smith
- R.P.S.M. Lobo
- S. Seliverstov
- S.A. Harmon
- T. Iwata
- T. Löffler
- T. Löffler
- T. Löffler
- T. Yasui
- T. Yasui
- T. Yasui
- T.J. Wang
- T.Y. Chang
- T.Y. Chang
- V.B. Anzin
- V.L. Bratman
- V.L. Vaks
- V.L. Vaks
- V.M. Isaev
- V.Ya. Aleshkin
- V.Ya. Aleshkin
- V.Ya. Ryadov
- W. Gordy
- W. Gordy
- X. Sun
- X. Yin
- X.G. Guo
- Y. Blanchard
- Y. Jin
- Y. Yang
- Y. Yang
- Y.-D. Hsieh
- Y.J. Ding
- Y.J. Ding
- Yu.A. Dryagin
- Yu.V. Gulyaev
- Publication venue
- 'Pleiades Publishing Ltd'
- Publication date
- Field of study