✦ LIBER ✦

LARGE DEVIATIONS IN MULTIFACTOR PORTFOLIO CREDIT RISK

✍ Scribed by Paul Glasserman; Wanmo Kang; Perwez Shahabuddin

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Credit Risk in Private Debt Portfolios

✍ Mark Carey 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 140 KB

Risk factor contributions in portfolio c

✍ Dan Rosen; David Saunders 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 428 KB

Assessing Credit Risk in an Agricultural

✍ Glenn D. Pederson; Lyubov Zech 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 154 KB

A credit risk model for large dimensiona

✍ Kaj Nyström; Jimmy Skoglund 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 322 KB

An analytic approach to credit risk of l

✍ André Lucas; Pieter Klaassen; Peter Spreij; Stefan Straetmans 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 636 KB

Modeling correlated market and credit ri

✍ Theodore M. Barnhill Jr; William F. Maxwell 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 164 KB