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2. Asset correlation estimation for inhomogeneous exposure pools. (2019). Wunderer, Christoph.
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3. Default-implied Asset Correlation: Empirical Study for Moroccan Companies. (2017). Ammari, Mustapha ; Lakhnat, Ghizlane .
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4. Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans. (2016). Koziol, Philipp ; fraisse, henri ; DIETSCH, Michel ; Dullmann, Klaus ; Ott, Christine .
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5. MODELLING BANKRUPTCY USING HUNGARIAN FIRM-LEVEL DATA. (2016). Endresz, Marianna ; Bauer, Peter.
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6. Support for the SME Supporting Factor - Multi-country empirical evidence on systematic risk factor for SME loans. (2016). Koziol, Philipp ; fraisse, henri ; DIETSCH, Michel ; Dullmann, K ; Ott, C.
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7. Loan default correlation using an Archimedean copula approach: A case for recalibration. (2015). Fenech, Jean-Pierre ; Shafik, Salwa ; Vosgha, Hamed.
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8. Evaluation of minimum capital requirements for bank loans to SMEs. (2013). Koziol, Philipp ; Dullmann, Klaus .
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9. Asset correlations for credit card defaults. (2012). Bellotti, T. ; Crook, J..
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10. Heuristic Strategies in Finance – An Overview. (2010). Lyra, Marianna.
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11. Time varying and dynamic models for default risk in consumer loans. (2010). Bellotti, Tony ; Crook, Jonathan.
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12. Asset correlation for credit risk analysis -- Empirical study of default data for Japanese companies --. (2009). Hashimoto, Takashi.
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13. Fuzzy Capital Requirements, Risk-Shifting and the Risk Taking Channel of Monetary Policy. (2009). Ragot, Xavier ; Mojon, Benoit ; Dubecq, Simon.
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14. An Assessment of the Internal Rating Based Approach in Basel II. (2008). Varotto, Simone.
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15. Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling. (2007). cipollini, andrea ; Missaglia, Giuseppe.
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16. Distribución de pérdidas de la cartera de créditos: el método unifactorial de Basilea II vs. estimaciones no paramétricas. (2007). Rodríguez, Analía ; Rodriguez, Analia.
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17. Loan portfolio loss distribution: Basel II unifactorial approach vs. Non parametric estimations. (2007). Dupuy, Analia Rodriguez.
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18. Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling. (2007). cipollini, andrea ; Missaglia, Giuseppe.
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19. Corporate credit risk modeling and the macroeconomy. (2007). Roszbach, Kasper ; Lindé, Jesper ; Jacobson, Tor ; Carling, Kenneth ; Linde, Jesper.
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20. Internal ratings systems, implied credit risk and the consistency of banks risk classification policies. (2006). Roszbach, Kasper ; Lindé, Jesper ; Jacobson, Tor ; Linde, Jesper.
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21. Multi-period defaults and maturity effects on economic capital in a ratings-based default-mode model. (2005). Gurtler, Marc ; Heithecker, Dirk.
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22. Credit Risk Versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?. (2005). Roszbach, Kasper ; Lindé, Jesper ; Jacobson, Tor ; Linde, Jesper.
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23. An empirical comparison of default risk forecasts from alternative credit rating philosophies. (2005). Rosch, Daniel.
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24. Auswirkungen der neuen Basler Eigenkapitalvereinbarung auf die Finanzierung von KMU. (2005). Trueck, Stefan ; Truck, Stefan ; Henneke, Jan.
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25. Auswirkungen unterschiedlicher Assetkorrelationen in Mehr-Sektoren-Kreditportfoliomodellen. (2005). Wildenauer, Nicole ; Knapp, Michael ; Hamerle, Alfred.
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26. Modellkonsistente Bestimmung des LGD im IRB-Ansatz von Basel II. (2004). Gurtler, Marc ; Heithecker, Dirk.
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27. Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?. (2004). Roszbach, Kasper ; Lindé, Jesper ; Jacobson, Tor ; Linde, Jesper.
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28. Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macro Economy. (2002). Roszbach, Kasper ; Lindé, Jesper ; Jacobson, Tor ; Carling, Kenneth ; Linde, Jesper.
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7. Un modelo de riesgo de credito basado en opciones compuestas con barrera. Aplicacion al mercado continuo espanol. (2006). Preixens, Teresa ; Carmen Badia, Merche Galisteo, .
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9. Optimal Capital Structure and the Term Structure of Interest Rates. (2005). Wang, Xin ; Downing, Chris .
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16. STRUCTURAL MODELS IN CONSUMER CREDIT. (2004). de Andrade, Fabio ; Thomas, Lyn.
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18. The Valuation of Corporate Debt with Default Risk. (2004). Naqvi, Hassan.
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19. Bank Stability and Market Discipline: Debt-for-Equity Swap versus Subordinated Notes. (2004). Raviv, Alon.
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