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20 research outputs found
The Limits of Granularity Adjustments
Author
A Antonov
C Acerbi
+26 more
E Altman
G Gouri�roux
G Gupton
H Chen
J Danielsson
J Gregory
Jean-David Fermanian
M B Gordy
M Gordy
M Gordy
M Gordy
M Gordy
M Voropaev
N L Johnson
N L Johnson
P Billingsley
P Gagliardini
Ph M Morse
R Martin
R Martin
S Amraoui
S Emmer
T Wilde
T Wilde
U Koyluoglu
V M Zolotarev
Publication venue
'Elsevier BV'
Publication date
01/01/2013
Field of study
Full text link
Crossref
Risk Factor Transformations Relating CreditRisk+ and CreditMetrics
Author
A Hickman
B Zeng
+10 more
C Finger
D Diaz-Ledezma
F Bröker
H Koyluoglu
M Crouhy
M Nyfeler
M Wahrenburg
MB Gordy
U Koyluoglu
Working Paper No
Publication venue
'Springer Science and Business Media LLC'
Publication date
01/01/2004
Field of study
No full text
Crossref
Severe Loss Probabilities in Portfolio Credit Risk Models
Author
Andrew Johnson
G M Gupton
+7 more
H U Koyluoglu
M Gordy
O Vasicek
R Frey
R Frey
S Kealhofer
Simon H. Babbs
Publication venue
'Elsevier BV'
Publication date
01/01/2004
Field of study
No full text
Crossref
Reconciling Credit Correlations
Author
&
A Boegelein
+38 more
A Chernih
A Cornaglia
A Hamerle
A Hamerle
A Pitts
A Vandendorpe
A Vassiliev
Andrew Chernih
B Zeng
D Lucas
D R�sch
H H Panjer
H U Koyluoglu
H U Koyluoglu
J A Lopez
J Cespedes
J D Akhavein
J Dhaene
J Frye
J Frye
K Duellmann
K Duellmann
Luc Henrard
M Crouhy
M Dietsch
M Gordy
M Gordy
N J Jobst
O Vasicek
P Embrechts
P Jakubik
P Miu
R Doff
R Frey
R Frey
S Vanduffel
S Vanduffel
Steven Vanduffel
Publication venue
'Elsevier BV'
Publication date
01/01/2010
Field of study
No full text
Crossref
Capital Requirements, Capital Adequacy and Risk Management
Author
A Greenspan
A Sironi
+23 more
C K Zheng
D Duffie
E Barone
E Barone
E I Altman
Emilio Barone
F Black
F Caputo Nassetti
F Masera
G Szeg�
H U Koyluoglu
J C Hull
M Crouhy
M K Ong
N U Haque
P J Crosbie
P Jackson
R Anderson
R C Merton
R S Masera
R S Masera
R S Masera
Rainer Masera
Publication venue
'Elsevier BV'
Publication date
01/01/2000
Field of study
No full text
Crossref
Credit Risk Models: An Application to Deposit Insurance Pricing
Author
Andrea Sironi
Aurelio Maccario
+20 more
B S Bernanke
Cristiano Zazzara
Cristiano Zazzara
D W Diamond
Friedman Milton
G Gupton
H U Koyluoglu
Jones David
Jones David
K Phelan
M Crouhy
Mark Carey
Michael B Gordy
Michael Ong
Perraudin William
Peter Crosbie
R A Gilbert
R Frey
Robert C Merton
Wilde Thomas
Publication venue
'Elsevier BV'
Publication date
01/01/2003
Field of study
No full text
Crossref
Evaluating Credit Risk Models
Author
C Crnkovic
C W J Granger
+17 more
E I Altman
F X Diebold
F X Diebold
F X Diebold
F X Diebold
H U Koyluoglu
J A Lopez
J A Lopez
J P Morgan
Jos� A. Lopez
M B Gordy
M Carey
M Crouhy
Marc R. Saidenberg
P Kupiec
P Nickell
W F Treacy
Publication venue
'Elsevier BV'
Publication date
01/01/1999
Field of study
No full text
Crossref
Empirical Investigation of Insurance Claim Dependencies Using Mixture Models
Author
-
A J Mcneil
+27 more
A M�ller
C E Mcculloch
C Genest
Credit-Suisse First Boston
E A Valdez
E W Frees
Emiliano A. Valdez
G Szeg�
Goovaerts
H Albrecher
H Cossette
H Joe
J Dhaene
J M Lachin
M B Gordy
M Denuit
O Purcaru
P Shi
R B Nelsen
R Frey
R L Prentice
S Anstasiadis
S S Wang
T Hu
U Koyluoglu
W S H�rlimann
W.-R Heilmann
Publication venue
'Elsevier BV'
Publication date
01/01/2013
Field of study
No full text
Crossref
Evaluating Credit Risk Models: A Critique And A Proposal (New Version)
Author
B Belkin
B Belkin
+30 more
C C Finger
C C Finger
D W K Andrews
F X Diebold
F X Diebold
Gunter Löffler
H U Koyluoglu
Hergen Frerichs
I J Good
J A Doornik
J A Lopez
J Berkowitz
J G De Gooijer
J P Morgan
J R Sobehart
M Bedendo
M Carey
M Carey
M Crouhy
M Gordy
M H Quenouille
M P Clements
M Rosenblatt
M Wahrenburg
O Vasicek
P Nickel
R C Merton
R Frey
R Kiesel
S Kon
Publication venue
'Elsevier BV'
Publication date
01/01/2001
Field of study
No full text
Crossref
Parameterizing Credit Risk Models
Author
A Hamerle
A Hamerle
+36 more
A Hamerle
A Hamerle
Alfred Hamerle
B Engelmann
C Bluhm
C Bluhm
C Zhou
D J Lucas
D R�sch
D R�sch
Daniel Roesch
E I Altman
G Brier
G L�ffler
G M Gupton
G R Duffee
H U Koyluoglu
J C Pinheiro
K Nagpal
M B Gordy
M Carey
M Crouhy
M Pedrosa
N Bucay
O A Vasicek
O A Vasicek
P Billingsley
P Collin-Dufresne
R Frey
R Merton
R Merton
S A Ross
S Blochwitz
T Wilson
T Wilson
W F Sharpe
Publication venue
'Elsevier BV'
Publication date
01/01/2004
Field of study
No full text
Crossref
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