Comparative Analysis of Credit Risk Models for Loan Portfolios-Reference-Cited by-同舟云学术

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Comparative Analysis of Credit Risk Models for Loan Portfolios

Published:2014 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Han Chulwoo

Publisher

Elsevier BV

Reference19 articles.

1. Incorporating Default Correlations and Severity Variations

2. An Explanatory note on the Basel II IRB risk weight functions;Bank for International Settlements,2005

3. International convergence of capital measurement and capital standards;Bank for International Settlements,2004

4. The effect of systematic credit risk on loan portfolio value-at-risk and loan pricing;B Belkin;CreditMetrics Monitor, First Quarter,1998

5. Integrating correlations;P B�rgisser;Risk,1999

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A New Severity Risk Model and Its Application to a Mixed Poisson Credit Risk Model;SSRN Electronic Journal;2014

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