| Title | Other author(s) | |
|---|---|---|
Systematic risk of CDOs and CDO arbitrageDeutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2009/13, 30.10.2009) |
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Incorporating prediction and estimation risk in point-in-time credit portfolio modelsDeutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2005/13, 25.11.2005) |
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Forecasting Credit Portfolio RiskDeutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2004/01, 01.03.2004) |
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Credit Risk Factor Modeling and the Basel II IRB ApproachDeutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2003/02, 01.12.2003) |
