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CDO rating methodology: some thoughts on model risk and its implications

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Material type: Text

TextPublication details: 2004 Bank for International Settlements BasleDescription: See BIS 332.15 LEB (Includes Acc. Nos. 32782, 32783, 32784 & 32785) 23 pSubject(s):

Summary: ISSN: 1020-0959

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode
Books	H.T. Parekh Library	BIS 332.15 FEN (Browse shelf(Opens below))	Weeded Out		32783

Previous	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	Next
Previous	BIS 332.15 FAR Switching from single to multiple bank lending relationships: determinants and implications	BIS 332.15 FEN Corporate hedging: the impact of financial derivatives on the broad credit channel of monetary policy	BIS 332.15 FEN The Impact of corporate risk management in minetary policy transmission: some empirical evidence	BIS 332.15 FEN CDO rating methodology: some thoughts on model risk and its implications	BIS 332.15 FEN Pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices	BIS 332.15 FIL The 2001 US recession: what did recession prediction models tell us	BIS 332.15 FIL Monetary and real shocks, the business cycle and the value of the euro	Next

ISSN: 1020-0959

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