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Modelling and calibration errors in measures of portfolio Credit risk

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Material type: Text

TextPublication details: 2007 Bank for International Settlements BasleDescription: See BIS 332.15 TAR (Includes Acc. Nos. 32919, 32920, 32921 & 32922) 38 pSubject(s):

Summary: ISSN: 1020-0959

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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		32919

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Previous	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	BIS 332.15 TOV DSGE models and central banks	Next

ISSN: 1020-0959

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