Alfred Hamerle - Central Bank Research Hub

Papers by year: All | 2009 | 2005 | 2004 | 2003

Title	Other author(s)
Systematic risk of CDOs and CDO arbitrage Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2009/13, 30.10.2009)	Thilo Liebig Hans-Jochen Schropp
Incorporating prediction and estimation risk in point-in-time credit portfolio models Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2005/13, 25.11.2005) JEL: C1, G21	Thilo Liebig Nicole Wildenauer Michael Knapp
Forecasting Credit Portfolio Risk Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2004/01, 01.03.2004) JEL: C23, C41, G21	Thilo Liebig Harald Scheule
Credit Risk Factor Modeling and the Basel II IRB Approach Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2003/02, 01.12.2003) JEL: C1, G21	Thilo Liebig Daniel Rösch

Papers by year: All | 2009 | 2005 | 2004 | 2003