Normal view MARC view ISBD view

The Pricing of portfolio credit risk

By:

Material type: Text

TextPublication details: 2006 Bank for International Settlements BasleDescription: See BIS 332.15 TAR (Includes Acc. Nos. 32915, 32916, 32917 & 32918) 36 pSubject(s):

Summary: ISSN: 1020-0959

Tags from this library: No tags from this library for this title. Log in to add tags.

Holdings
Item type	Current library	Call number	Status	Date due	Barcode
Working Papers	H.T. Parekh Library	BIS 332.15 TAR (Browse shelf(Opens below))	Weeded Out		32915

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 TAR Currency crises and the informational role of interest rates	BIS 332.15 TAR Are speculative attacks triggered by sunspots? A new test	BIS 332.15 TAR An Emprical evaluation of structural credit risk models	BIS 332.15 TAR The Pricing of portfolio credit risk	BIS 332.15 TAR Modelling and calibration errors in measures of portfolio Credit risk	BIS 332.15 TOV The Mechanics of devaluations and the output response in a DSGE model: how relevant is the balance sheet effect?	BIS 332.15 TOV Devaluations, output and the balance sheet effect: a structural econometric analysis	Next

ISSN: 1020-0959

There are no comments on this title.

to post a comment.