Calibrating risk-neutral default correlation

By Luciano Elisa  

The Journal of Risk Finance Incorporating Balance Sheet, Vol. 8, Iss. 5, 2007-11 ,pp. : 450-464

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Calibrating exposure at default for corporate credit lines

By Jimenez Gabriel   Lopez Jose A.   Saurina Jesús  

Journal of Risk Management in Financial Institutions, Vol. 2, Iss. 2, 2009-01 ,pp. : 121-129

Henry Stewart Publications

Access to resources Recommend Favorite

Asset correlations and bank capital adequacy

By Gabbi Giampaolo   Vozzella Pietro  

The European Journal of Finance, Vol. 19, Iss. 1, 2013-01 ,pp. : 55-74

Routledge Ltd

Access to resources Recommend Favorite

A comparative analysis of the implications of the Islamic religion on corporate capital structures of firms in emerging market countries

By Gunn Theresa   Shackman Joshua  

International Journal of Islamic and Middle Eastern Finance and Management, Vol. 7, Iss. 3, 2014-08 ,pp. : 277-287

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Calibrating the CreditMetrics™ correlation concept — Empirical evidence from Germany

By Hahnenstein Lutz  

Finanzmarkt und Portfolio Management, Vol. 18, Iss. 4, 2004-12 ,pp. : 358-381

Springer Publishing Company

Access to resources Recommend Favorite