结果：找到“credit risk fo”相关内容71个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
Creditor rights, information sharing, and bank risk taking
1 个回复 - 319 次查看 【作者(必填)】 Joel F. Houston, Chen Lin, Ping Lin, Yue Ma 【文题(必填)】 Creditor rights, information sharing, and bank risk taking 【年份(必填)】 2010 【全文链接或数据库名称(选填)】https://ww ...2023-8-10 11:48 - roddicktwq - 求助成功区
1 个回复 - 319 次查看 【作者(必填)】 Joel F. Houston, Chen Lin, Ping Lin, Yue Ma 【文题(必填)】 Creditor rights, information sharing, and bank risk taking 【年份(必填)】 2010 【全文链接或数据库名称(选填)】https://ww ...2023-8-10 11:48 - roddicktwq - 求助成功区
高阶信用风险建模：Advanced Credit Risk Modeling for Basel II Using SAS1 个回复 - 993 次查看 高阶信用风险建模：Advanced Credit Risk Modeling for Basel II Using SAS 高阶信用风险建模：Advanced Credit Risk Modeling for Basel II Using SAS 高阶信用风险建模：Advanced Credit Risk Modeling for ...2021-5-9 20:44 - lily-2021 - 现金交易版
[全网独家分享] Credit Risk Management for Derivatives
54 个回复 - 10684 次查看 原版高清By 世界银行副行长兼首席风险官This book will be useful to variety of audiences. Technical experts will find a comprehensive review and summary, and for them the book will serve as a useful re ...2018-7-7 18:50 - 凯旋の王者 - 金融学（理论版）
54 个回复 - 10684 次查看 原版高清By 世界银行副行长兼首席风险官This book will be useful to variety of audiences. Technical experts will find a comprehensive review and summary, and for them the book will serve as a useful re ...2018-7-7 18:50 - 凯旋の王者 - 金融学（理论版）
求Managing Credit Risk: The Great Challenge for Global Financial Markets
3 个回复 - 1165 次查看 Managing Credit Risk: The Great Challenge for Global Financial Markets [精装] ~ John B. Caouette (作者), Edward I. Altman (作者), Paul Narayanan (作者), Robert Nimmo (作者)2014-2-12 10:33 - 鲛人泣月 - 求助成功区
3 个回复 - 1165 次查看 Managing Credit Risk: The Great Challenge for Global Financial Markets [精装] ~ John B. Caouette (作者), Edward I. Altman (作者), Paul Narayanan (作者), Robert Nimmo (作者)2014-2-12 10:33 - 鲛人泣月 - 求助成功区
Managing Credit Risk: The Great Challenge for Global Financial Markets, 2nd
6 个回复 - 2244 次查看 SOA QFI Track 参考书超全大合集https://bbs.pinggu.org/thread-6906828-1-1.html 书籍名称：Managing Credit Risk -The Great Challenge for the Global FinancialMarkets作者：John B. Caouette, Edward I. Alt ...2019-1-31 15:11 - gonnaago - 金融学（理论版）
6 个回复 - 2244 次查看 SOA QFI Track 参考书超全大合集https://bbs.pinggu.org/thread-6906828-1-1.html 书籍名称：Managing Credit Risk -The Great Challenge for the Global FinancialMarkets作者：John B. Caouette, Edward I. Alt ...2019-1-31 15:11 - gonnaago - 金融学（理论版）
Asymmetric Cost Behavior: Implications for the Credit and Financial Risk of ...
15 个回复 - 3248 次查看 Asymmetric Cost Behavior: Implications for the Credit and Financial Risk of a Firm by Kristina Reimer (Author) About the Author Dr. Kristina Reimer received her doctoral degree at the University ...2018-10-12 03:53 - slowry - 金融学（理论版）
15 个回复 - 3248 次查看 Asymmetric Cost Behavior: Implications for the Credit and Financial Risk of a Firm by Kristina Reimer (Author) About the Author Dr. Kristina Reimer received her doctoral degree at the University ...2018-10-12 03:53 - slowry - 金融学（理论版）
Principles for the Management of Credit Risk 33页
4 个回复 - 561 次查看 Principles for the Management of Credit Risk2019-4-26 11:15 - zlghs - 投资人（实务版）
4 个回复 - 561 次查看 Principles for the Management of Credit Risk2019-4-26 11:15 - zlghs - 投资人（实务版）
Measuring the Performance of Market-Based Credit Risk Models PPT 56 Slides
4 个回复 - 779 次查看 Measuring the Performance of Market-Based Credit Risk Models PPT 56 Slides Quantitative Analytics Research Group Standard & Poor’s2019-4-26 16:45 - zlghs - 投资人（实务版）
4 个回复 - 779 次查看 Measuring the Performance of Market-Based Credit Risk Models PPT 56 Slides Quantitative Analytics Research Group Standard & Poor’s2019-4-26 16:45 - zlghs - 投资人（实务版）
Credit Risk Management for Derivatives: Post-Crisis Metrics for End-Users
22 个回复 - 1965 次查看 Palgrave Macmillan | 2017 | ISBN 978-3-319-57974-0 | 174 pages | PDF | 7 M **** 本内容被作者隐藏 ****2017-7-21 10:14 - igs816 - 经管书评
22 个回复 - 1965 次查看 Palgrave Macmillan | 2017 | ISBN 978-3-319-57974-0 | 174 pages | PDF | 7 M **** 本内容被作者隐藏 ****2017-7-21 10:14 - igs816 - 经管书评
Business credit information sharing and default risk of private firms
2 个回复 - 429 次查看 【作者(必填)】Maik Dierkes , Carsten Erner a, Thomas Langer a, Lars Norden 【文题(必填)】Business credit information sharing and default risk of private firms 【年份(必填)】Journal of Banking & ...2019-2-22 12:49 - hiderm - 求助成功区
2 个回复 - 429 次查看 【作者(必填)】Maik Dierkes , Carsten Erner a, Thomas Langer a, Lars Norden 【文题(必填)】Business credit information sharing and default risk of private firms 【年份(必填)】Journal of Banking & ...2019-2-22 12:49 - hiderm - 求助成功区
【学习笔记】再求 Managing Credit Risk - The Great Challenge for the Glob ...
0 个回复 - 432 次查看 再求 Managing Credit Risk - The Great Challenge for the Global Financial Markets, by John B. Caouette, Edward I. Altman, Paul Narayanan, Rorbert Nimmo 2008, 2nd Edition2020-3-4 21:43 - actytl - Forum
0 个回复 - 432 次查看 再求 Managing Credit Risk - The Great Challenge for the Global Financial Markets, by John B. Caouette, Edward I. Altman, Paul Narayanan, Rorbert Nimmo 2008, 2nd Edition2020-3-4 21:43 - actytl - Forum
【学习笔记】求 Managing Credit Risk - The Great Challenge for the Global ...
2 个回复 - 414 次查看 求 Managing Credit Risk - The Great Challenge for the Global Financial Markets , by John B. Caouette, Edward I. Altman, Paul Narayanan, Robert Nimmo, 2008, 2nd Edition2020-3-2 23:02 - actytl - Forum
2 个回复 - 414 次查看 求 Managing Credit Risk - The Great Challenge for the Global Financial Markets , by John B. Caouette, Edward I. Altman, Paul Narayanan, Robert Nimmo, 2008, 2nd Edition2020-3-2 23:02 - actytl - Forum
Monte Carlo Methods for Portfolio Credit Risk 33页
1 个回复 - 848 次查看 澳大利亚国立大学2018-12-4 12:30 - zlghs - 金融学（理论版）
1 个回复 - 848 次查看 澳大利亚国立大学2018-12-4 12:30 - zlghs - 金融学（理论版）
Credit risk in private debt portfolios
7 个回复 - 797 次查看 【作者(必填)】Carey M. 【文题(必填)】Credit risk in private debt portfolios 【年份(必填)】1998 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/abs/10.1111/0022-1082.000562018-8-8 22:30 - 糖铺老木村 - 求助成功区
7 个回复 - 797 次查看 【作者(必填)】Carey M. 【文题(必填)】Credit risk in private debt portfolios 【年份(必填)】1998 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/abs/10.1111/0022-1082.000562018-8-8 22:30 - 糖铺老木村 - 求助成功区
Zelenko- Credit Risk Management for Derivatives[2017]
6 个回复 - 1115 次查看 Credit Risk Management for DerivativesPost-Crisis Metrics for End-UsersAuthors: Zelenko, Ivan2017-9-6 22:05 - scirro - 金融学（理论版）
6 个回复 - 1115 次查看 Credit Risk Management for DerivativesPost-Crisis Metrics for End-UsersAuthors: Zelenko, Ivan2017-9-6 22:05 - scirro - 金融学（理论版）
Credit Scoring for Risk Managers: The Handbook for Lenders
2 个回复 - 8553 次查看 【作者(必填)】Elizabeth Mays and Niall Lynas 【文题(必填)】Credit Scoring for Risk Managers: The Handbook for Lenders 【年份(必填)】2011 【全文链接或数据库名称(选填)】https://www.amazon.com/C ...2016-8-7 12:51 - johnzi0128 - 文献求助专区
2 个回复 - 8553 次查看 【作者(必填)】Elizabeth Mays and Niall Lynas 【文题(必填)】Credit Scoring for Risk Managers: The Handbook for Lenders 【年份(必填)】2011 【全文链接或数据库名称(选填)】https://www.amazon.com/C ...2016-8-7 12:51 - johnzi0128 - 文献求助专区
Managing Portfolio Credit Risk in Banks
25 个回复 - 1206 次查看 English | ISBN: 110714647X | 2016 | 390 pages | PDF Credit risk is the risk resulting from the uncertainty that a borrower or a group of borrowers may be unwilling or unable to meet their contractu ...2018-3-22 22:39 - igs816 - 经管书评
25 个回复 - 1206 次查看 English | ISBN: 110714647X | 2016 | 390 pages | PDF Credit risk is the risk resulting from the uncertainty that a borrower or a group of borrowers may be unwilling or unable to meet their contractu ...2018-3-22 22:39 - igs816 - 经管书评
Counterparty Credit Risk: The New Challenge for Global Financial Markets
26 个回复 - 9263 次查看 Counterparty Credit Risk: The New Challenge for Global Financial Markets (The Wiley Finance Series) [Hardcover] Jon Gregory (Author) Thanks2011-2-14 04:24 - happydude - 金融学（理论版）
26 个回复 - 9263 次查看 Counterparty Credit Risk: The New Challenge for Global Financial Markets (The Wiley Finance Series) [Hardcover] Jon Gregory (Author) Thanks2011-2-14 04:24 - happydude - 金融学（理论版）
Granularity adjustment for mark-to-market credit risk models
1 个回复 - 428 次查看 【作者(必填)】 【文题(必填)】Granularity adjustment for mark-to-market credit risk models 【年份(必填)】 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S03784266 ...2017-12-11 11:14 - 不再后悔 - 求助成功区
1 个回复 - 428 次查看 【作者(必填)】 【文题(必填)】Granularity adjustment for mark-to-market credit risk models 【年份(必填)】 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S03784266 ...2017-12-11 11:14 - 不再后悔 - 求助成功区
The Credit Scoring Toolkit: Theory and Practice for Retail Credit Risk Managemen
10 个回复 - 2077 次查看 【作者(必填)】Raymond Anderson 【文题(必填)】The Credit Scoring Toolkit: Theory and Practice for Retail Credit Risk Management and Decision Automation 【年份(必填)】 2007 【全文链接或数据库名称 ...2016-8-7 12:48 - johnzi0128 - 求助成功区
10 个回复 - 2077 次查看 【作者(必填)】Raymond Anderson 【文题(必填)】The Credit Scoring Toolkit: Theory and Practice for Retail Credit Risk Management and Decision Automation 【年份(必填)】 2007 【全文链接或数据库名称 ...2016-8-7 12:48 - johnzi0128 - 求助成功区
Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All
17 个回复 - 1170 次查看 Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes by Damiano Brigo, Massimo Morini and Andrea Pallavicini English | ISBN: 047074846X | 2013 | 464 pages | PDF ...2014-9-15 07:09 - tigerwolf - 商学院
17 个回复 - 1170 次查看 Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes by Damiano Brigo, Massimo Morini and Andrea Pallavicini English | ISBN: 047074846X | 2013 | 464 pages | PDF ...2014-9-15 07:09 - tigerwolf - 商学院
On Bank Credit Risk: Systemic or Bank Specific? Evidence for the United States a
1 个回复 - 447 次查看 【作者(必填)】Junye Li (a1) and Gabriele Zinna 【文题(必填)】 On Bank Credit Risk: Systemic or Bank Specific? Evidence for the United States and United Kingdom【年份(必填)】 2015 【全文链接或数据库 ...2017-8-4 00:48 - internet.hzx - 求助成功区
1 个回复 - 447 次查看 【作者(必填)】Junye Li (a1) and Gabriele Zinna 【文题(必填)】 On Bank Credit Risk: Systemic or Bank Specific? Evidence for the United States and United Kingdom【年份(必填)】 2015 【全文链接或数据库 ...2017-8-4 00:48 - internet.hzx - 求助成功区
[分享]FRM09新教材Managing Credit Risk The Great Challenge for the Global Financial Ma
43 个回复 - 9454 次查看 [此贴子已经被作者于2009-3-16 0:04:16编辑过]alexyzhuo 金钱 -10 内容不符楼主未上传任何文件，扣罚销售所得，请尽快上传予以退还 2009-3-16 0:04:06 alexyzhuo 金钱 +10 ...2009-3-15 23:35 - mclarenshen - CFA、CVA、FRM等金融考证论坛
43 个回复 - 9454 次查看 [此贴子已经被作者于2009-3-16 0:04:16编辑过]alexyzhuo 金钱 -10 内容不符楼主未上传任何文件，扣罚销售所得，请尽快上传予以退还 2009-3-16 0:04:06 alexyzhuo 金钱 +10 ...2009-3-15 23:35 - mclarenshen - CFA、CVA、FRM等金融考证论坛
Semi-Markov Migration Models for Credit Risk Volume 1
36 个回复 - 3112 次查看 ISTE / Wiley | 2017 | ISBN 978-1-84821-905-2 | 309 pages | PDF | 4.6 M **** 本内容被作者隐藏 ****2017-6-1 10:14 - igs816 - 金融学（理论版）
36 个回复 - 3112 次查看 ISTE / Wiley | 2017 | ISBN 978-1-84821-905-2 | 309 pages | PDF | 4.6 M **** 本内容被作者隐藏 ****2017-6-1 10:14 - igs816 - 金融学（理论版）
CREDIT RISK MODEL BASED ON ARTIFICIAL NEURAL NETWORK FOR FINANCIAL MARKET
3 个回复 - 1355 次查看 【作者(必填)】Q Zhang 【文题(必填)】CREDIT RISK MODEL BASED ON ARTIFICIAL NEURAL NETWORK FOR FINANCIAL MARKET 【年份(必填)】2014 ResearchGate 【全文链接或数据库名称(选填)】ResearchGate2017-4-13 17:28 - wutanchu - 求助成功区
3 个回复 - 1355 次查看 【作者(必填)】Q Zhang 【文题(必填)】CREDIT RISK MODEL BASED ON ARTIFICIAL NEURAL NETWORK FOR FINANCIAL MARKET 【年份(必填)】2014 ResearchGate 【全文链接或数据库名称(选填)】ResearchGate2017-4-13 17:28 - wutanchu - 求助成功区
Risk management in credit portfolio——Martin Hibbeln
2 个回复 - 1634 次查看 2014-8-28 10:41 - 末落つ無聲 - 金融学（理论版）
2 个回复 - 1634 次查看 2014-8-28 10:41 - 末落つ無聲 - 金融学（理论版）
Portfolio credit risk with predetermined default orders
3 个回复 - 714 次查看 【作者(必填)】 Lian Tanga, Bin Wangb* & Kai-Nan Xianga 【文题(必填)】 Portfolio credit risk with predetermined default orders【年份(必填)】 2015 【全文链接或数据库名称(选填)】http://www.tandfonli ...2016-4-2 09:42 - internet.hzx - 求助成功区
3 个回复 - 714 次查看 【作者(必填)】 Lian Tanga, Bin Wangb* & Kai-Nan Xianga 【文题(必填)】 Portfolio credit risk with predetermined default orders【年份(必填)】 2015 【全文链接或数据库名称(选填)】http://www.tandfonli ...2016-4-2 09:42 - internet.hzx - 求助成功区
Evaluating credit risk and loan performance in online Peer-to-Peer (P2P) lending
8 个回复 - 4301 次查看 【作者(必填)】 【文题(必填)】 【年份(必填)】 【全文链接或数据库名称(选填)】 Evaluating credit risk and loan performance in online Peer-to-Peer (P2P) lendingR Emekter, Y Tu, B Jirasakuldech, ...2015-1-13 16:01 - 马甲甲 - 求助成功区
8 个回复 - 4301 次查看 【作者(必填)】 【文题(必填)】 【年份(必填)】 【全文链接或数据库名称(选填)】 Evaluating credit risk and loan performance in online Peer-to-Peer (P2P) lendingR Emekter, Y Tu, B Jirasakuldech, ...2015-1-13 16:01 - 马甲甲 - 求助成功区
求文献Sub-fractional Model for Credit Risk Pricing
1 个回复 - 637 次查看 【作者(必填)】Liu, Junfeng; Li, Li; Yan, Litan 【文题(必填)】Sub-fractional Model for Credit Risk Pricing 【年份(必填)】2010 【全文链接或数据库名称(选填)】International Journal of Nonlinear Scien ...2016-2-5 20:52 - weilinhy - 求助成功区
1 个回复 - 637 次查看 【作者(必填)】Liu, Junfeng; Li, Li; Yan, Litan 【文题(必填)】Sub-fractional Model for Credit Risk Pricing 【年份(必填)】2010 【全文链接或数据库名称(选填)】International Journal of Nonlinear Scien ...2016-2-5 20:52 - weilinhy - 求助成功区
Book: Concentration Risk in Credit Portfolios
20 个回复 - 4114 次查看 Concentration Risk in Credit Portfolios Eva Lutkebohmert (作者) 图书描述 出版日期: 2008年10月8日 Modeling and management of credit risk are the main topics ...2013-10-4 22:04 - rmatrix - 金融工程（数量金融）与金融衍生品
20 个回复 - 4114 次查看 Concentration Risk in Credit Portfolios Eva Lutkebohmert (作者) 图书描述 出版日期: 2008年10月8日 Modeling and management of credit risk are the main topics ...2013-10-4 22:04 - rmatrix - 金融工程（数量金融）与金融衍生品
Counterparty Credit Risk, Collateral and Funding: With Pricing Cases for All Ass
9 个回复 - 5348 次查看 The book’s content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this metho ...2014-5-13 20:50 - 大家开心 - Forum
9 个回复 - 5348 次查看 The book’s content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this metho ...2014-5-13 20:50 - 大家开心 - Forum
Portfolio Credit Risk Modelling With Heavy Tailed Risk Factors (2007).
3 个回复 - 1731 次查看 极值分布下的信用资产管理 挑战金融理论中最基本的正态分布假设，很具有现实意义与实用价值2009-11-19 17:29 - DEXA - 金融学（理论版）
3 个回复 - 1731 次查看 极值分布下的信用资产管理 挑战金融理论中最基本的正态分布假设，很具有现实意义与实用价值2009-11-19 17:29 - DEXA - 金融学（理论版）
4 days SAS course note:Advanced Credit Risk Modeling for Basel II Using SAS
79 个回复 - 25794 次查看 [此贴子已经被作者于2008-6-7 9:09:25编辑过]2008-6-6 11:38 - max_g - 商业数据分析
79 个回复 - 25794 次查看 [此贴子已经被作者于2008-6-7 9:09:25编辑过]2008-6-6 11:38 - max_g - 商业数据分析
欧洲精算研究院丛书Concentration Risk in Credit Portfolios
0 个回复 - 1841 次查看 Modeling and management of credit risk are the main topics within banks and other lending institutions. Historical experience shows that, in particular, concentration of risk in credit portfolios has ...2015-4-16 19:23 - lasgpope - 金融工程（数量金融）与金融衍生品
0 个回复 - 1841 次查看 Modeling and management of credit risk are the main topics within banks and other lending institutions. Historical experience shows that, in particular, concentration of risk in credit portfolios has ...2015-4-16 19:23 - lasgpope - 金融工程（数量金融）与金融衍生品
原创：Merton Model for Credit Risk
0 个回复 - 1984 次查看 a 4-page summary. in a logical step-by-step manner, this summary note explains how BSM option pricing model could be used to value the credit-risky firm debt, including the estimation of key risk pa ...2015-1-23 17:13 - cash_king01 - CFA、CVA、FRM等金融考证论坛
0 个回复 - 1984 次查看 a 4-page summary. in a logical step-by-step manner, this summary note explains how BSM option pricing model could be used to value the credit-risky firm debt, including the estimation of key risk pa ...2015-1-23 17:13 - cash_king01 - CFA、CVA、FRM等金融考证论坛
Default barrier intensity model for credit risk evaluation
1 个回复 - 773 次查看 【作者(必填)】 【文题(必填)】Default barrier intensity model for credit risk evaluation 【年份(必填)】Statistics & Probability LettersVolume 95, December 2014, Pages 125–131 【全文链接或数据库名 ...2015-1-21 07:06 - ssylzz - 求助成功区
1 个回复 - 773 次查看 【作者(必填)】 【文题(必填)】Default barrier intensity model for credit risk evaluation 【年份(必填)】Statistics & Probability LettersVolume 95, December 2014, Pages 125–131 【全文链接或数据库名 ...2015-1-21 07:06 - ssylzz - 求助成功区
Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for
13 个回复 - 5180 次查看 【作者(必填)】 Jon Gregory 【文题(必填)】 Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Marketshttp://bbs.pinggu.org/forum.php?mod=post&action=n ...2013-5-11 13:07 - johnzi0128 - 求助成功区
13 个回复 - 5180 次查看 【作者(必填)】 Jon Gregory 【文题(必填)】 Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Marketshttp://bbs.pinggu.org/forum.php?mod=post&action=n ...2013-5-11 13:07 - johnzi0128 - 求助成功区
Some good references for Credit Risk Modeling, Monitoring and Stress Testing
4 个回复 - 2757 次查看 Some good references for Credit Risk Modeling, Monitoring and Stress Testing.2013-4-30 18:32 - lsyizls - 金融工程（数量金融）与金融衍生品
4 个回复 - 2757 次查看 Some good references for Credit Risk Modeling, Monitoring and Stress Testing.2013-4-30 18:32 - lsyizls - 金融工程（数量金融）与金融衍生品
CREDIT RISK VALUATION WITH RATING TRANSITIONS AND PARTIAL INFORMATION
1 个回复 - 613 次查看 【作者(必填)】DONATIEN HAINAUT and CHRISTIAN YANN ROBERT 【文题(必填)】CREDIT RISK VALUATION WITH RATING TRANSITIONS AND PARTIAL INFORMATION 【年份(必填)】 【全文链接或数据库名称(选填)】http: ...2014-10-27 22:21 - ssylzz - 求助成功区
1 个回复 - 613 次查看 【作者(必填)】DONATIEN HAINAUT and CHRISTIAN YANN ROBERT 【文题(必填)】CREDIT RISK VALUATION WITH RATING TRANSITIONS AND PARTIAL INFORMATION 【年份(必填)】 【全文链接或数据库名称(选填)】http: ...2014-10-27 22:21 - ssylzz - 求助成功区
Rural Informal Savings and Credit Associations as Risk Managers and the Lessons
8 个回复 - 1234 次查看 【作者(必填)】Eric C. Eboh 【文题(必填)】Rural Informal Savings and Credit Associations as Risk Managers and the Lessons for the Design and Execution of Rural Credit Schemes in Nigeria 【年份(必填 ...2014-7-23 11:45 - zhangning198612 - 求助成功区
8 个回复 - 1234 次查看 【作者(必填)】Eric C. Eboh 【文题(必填)】Rural Informal Savings and Credit Associations as Risk Managers and the Lessons for the Design and Execution of Rural Credit Schemes in Nigeria 【年份(必填 ...2014-7-23 11:45 - zhangning198612 - 求助成功区
Concentration Risk in Credit Portfolios
9 个回复 - 4392 次查看 The modeling and management of credit risk is the main topic within banks and other lending institutions. Credit risk refers to the risk of losses due to some credit event as, for example, the defau ...2010-3-11 11:33 - wsylovezx - 金融工程（数量金融）与金融衍生品
9 个回复 - 4392 次查看 The modeling and management of credit risk is the main topic within banks and other lending institutions. Credit risk refers to the risk of losses due to some credit event as, for example, the defau ...2010-3-11 11:33 - wsylovezx - 金融工程（数量金融）与金融衍生品
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk
2 个回复 - 1152 次查看 A Simple and Precise Method for Pricing Convertible Bond with Credit Risk Tim Xiao Risk Models, BMO Capital Markets February 23, 2014 Journal of Derivatives and Hedge Hunds, Forthcoming ...2014-3-2 09:50 - zhangqiping428 - 金融学（理论版）
2 个回复 - 1152 次查看 A Simple and Precise Method for Pricing Convertible Bond with Credit Risk Tim Xiao Risk Models, BMO Capital Markets February 23, 2014 Journal of Derivatives and Hedge Hunds, Forthcoming ...2014-3-2 09:50 - zhangqiping428 - 金融学（理论版）
苏黎世再保险公司《信用风险－风险经理的课程》lessons for risk managers from the credit crisis
15 个回复 - 5590 次查看 2009年最新的苏黎世再保险公司关于信用风险的研究报告，有案例分析，很好。 [此贴子已经被作者于2009-6-9 16:45:59编辑过]2009-6-9 16:33 - wangwangfans88 - Forum
15 个回复 - 5590 次查看 2009年最新的苏黎世再保险公司关于信用风险的研究报告，有案例分析，很好。 [此贴子已经被作者于2009-6-9 16:45:59编辑过]2009-6-9 16:33 - wangwangfans88 - Forum
求， Random Survival Forests Models for SME Credit Risk Measurement， 谢谢
3 个回复 - 853 次查看 【作者(必填)】 Figini S,Fantazzini D. 【文题(必填)】 Random Survival Forests Models for SMECredit Risk Measurement 【年份(必填)】 2009,11(1). 【全文链接或数据库名称(选填)】Methodology andComput ...2013-11-23 04:45 - 唐伯小猫 - 求助成功区
3 个回复 - 853 次查看 【作者(必填)】 Figini S,Fantazzini D. 【文题(必填)】 Random Survival Forests Models for SMECredit Risk Measurement 【年份(必填)】 2009,11(1). 【全文链接或数据库名称(选填)】Methodology andComput ...2013-11-23 04:45 - 唐伯小猫 - 求助成功区
感谢Credit Risk Evaluation of Power Market Players with Random Forest
2 个回复 - 822 次查看 【作者(必填)】Yasushi U,Hiroyuki M. 【文题(必填)】 Credit Risk Evaluation of Power Market Players with Random Forest 【年份(必填)】 2008,128(1). 【全文链接或数据库名称(选填)】 Transactions on Po ...2013-11-23 04:34 - 唐伯小猫 - 求助成功区
2 个回复 - 822 次查看 【作者(必填)】Yasushi U,Hiroyuki M. 【文题(必填)】 Credit Risk Evaluation of Power Market Players with Random Forest 【年份(必填)】 2008,128(1). 【全文链接或数据库名称(选填)】 Transactions on Po ...2013-11-23 04:34 - 唐伯小猫 - 求助成功区
Monte Carlo Methods for Portfolio Credit Risk
0 个回复 - 1050 次查看 Monte Carlo Methods for Portfolio Credit Risk The financial crisis of 2007 – 2009 began with a major failure in credit markets. The causes of this failure stretch far beyond inadequate mathematic ...2013-11-20 11:59 - wildaddy - 计量经济学与统计软件
0 个回复 - 1050 次查看 Monte Carlo Methods for Portfolio Credit Risk The financial crisis of 2007 – 2009 began with a major failure in credit markets. The causes of this failure stretch far beyond inadequate mathematic ...2013-11-20 11:59 - wildaddy - 计量经济学与统计软件
which measure is most relevant for credit derivative pricing, risk-neutral or ph
3 个回复 - 1367 次查看 which measure is most relevant for credit derivative pricing, risk-neutral or physical? and why? I think the physical measure is more relevant, since hedging is difficult or not perfect even th ...2013-8-8 09:17 - shelf317 - 金融工程（数量金融）与金融衍生品
3 个回复 - 1367 次查看 which measure is most relevant for credit derivative pricing, risk-neutral or physical? and why? I think the physical measure is more relevant, since hedging is difficult or not perfect even th ...2013-8-8 09:17 - shelf317 - 金融工程（数量金融）与金融衍生品
Advanced Credit Risk Modeling for Basel II using SAS
32 个回复 - 14294 次查看 不好意思发重复了，想删掉也不知道怎么去掉。版主如果能删掉就删掉吧。完全免费好象跟别人家过不去式的。如果不删掉的话，我就也收一样的币子。这个材料是我在SAS机构的培训资料，我们银行出钱培训的。如果哪位同学想 ...2009-6-21 19:41 - pchenwei - 商业数据分析
32 个回复 - 14294 次查看 不好意思发重复了，想删掉也不知道怎么去掉。版主如果能删掉就删掉吧。完全免费好象跟别人家过不去式的。如果不删掉的话，我就也收一样的币子。这个材料是我在SAS机构的培训资料，我们银行出钱培训的。如果哪位同学想 ...2009-6-21 19:41 - pchenwei - 商业数据分析
Dynamic Models of Portfolio Credit Risk
2 个回复 - 770 次查看 【作者(必填)】John C Hull and Alan D White 【文题(必填)】Dynamic Models of Portfolio Credit Risk A Simplified Approach 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://www.iijournals.c ...2013-6-17 23:17 - 不再后悔 - 求助成功区
2 个回复 - 770 次查看 【作者(必填)】John C Hull and Alan D White 【文题(必填)】Dynamic Models of Portfolio Credit Risk A Simplified Approach 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://www.iijournals.c ...2013-6-17 23:17 - 不再后悔 - 求助成功区
A Generalized Single Common Factor Model of Portfolio Credit Risk
1 个回复 - 879 次查看 【作者(必填)】Paul H. Kupiec 【文题(必填)】A Generalized Single Common Factor Model of Portfolio Credit Risk 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://www.iijournals.com/doi/abs ...2013-6-17 23:18 - 不再后悔 - 求助成功区
1 个回复 - 879 次查看 【作者(必填)】Paul H. Kupiec 【文题(必填)】A Generalized Single Common Factor Model of Portfolio Credit Risk 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://www.iijournals.com/doi/abs ...2013-6-17 23:18 - 不再后悔 - 求助成功区
Credit Risk Models with Incomplete Information
3 个回复 - 771 次查看 【作者(必填)】Xin Guo 【文题(必填)】Credit Risk Models with Incomplete Information 【年份(必填)】2009 【全文链接或数据库名称(选填)】http://mor.journal.informs.org/content/34/2/3202013-6-17 22:37 - 不再后悔 - 求助成功区
3 个回复 - 771 次查看 【作者(必填)】Xin Guo 【文题(必填)】Credit Risk Models with Incomplete Information 【年份(必填)】2009 【全文链接或数据库名称(选填)】http://mor.journal.informs.org/content/34/2/3202013-6-17 22:37 - 不再后悔 - 求助成功区
A Markov Chain Model for Valuing Credit Risk Derivatives
2 个回复 - 1009 次查看 【作者(必填)】 Kijima, Masaaki[/backcolor] Komoribayashi, Katsuya[/backcolor] 【文题(必填)】A Markov Chain Model for Valuing Credit Risk Derivatives[/backcolor] 【年份(必填)】1998 【全文链接或 ...2013-3-27 16:33 - summerye - 求助成功区
2 个回复 - 1009 次查看 【作者(必填)】 Kijima, Masaaki[/backcolor] Komoribayashi, Katsuya[/backcolor] 【文题(必填)】A Markov Chain Model for Valuing Credit Risk Derivatives[/backcolor] 【年份(必填)】1998 【全文链接或 ...2013-3-27 16:33 - summerye - 求助成功区
A framework to assess portfolio credit risk using accelerated hazard rates.pdf
0 个回复 - 1626 次查看 A framework to assess portfolio credit risk using accelerated hazard rates.pdf2013-3-11 00:26 - huanghelou9 - 金融学（理论版）
0 个回复 - 1626 次查看 A framework to assess portfolio credit risk using accelerated hazard rates.pdf2013-3-11 00:26 - huanghelou9 - 金融学（理论版）
Portfolio credit-risk optimization
3 个回复 - 786 次查看 【作者(必填)】I Iscoe, A Kreinin, H Mausser, O Romanko 【文题(必填)】Portfolio credit-risk optimization(- Journal of Banking & Finance) 【年份(必填)】2012 【全文链接或数据库名称(选填)】http:/ ...2013-1-16 09:52 - enmeng1217 - 求助成功区
3 个回复 - 786 次查看 【作者(必填)】I Iscoe, A Kreinin, H Mausser, O Romanko 【文题(必填)】Portfolio credit-risk optimization(- Journal of Banking & Finance) 【年份(必填)】2012 【全文链接或数据库名称(选填)】http:/ ...2013-1-16 09:52 - enmeng1217 - 求助成功区
An analysis of credit risk spreads for high yield bonds 不错 打印
1 个回复 - 1685 次查看 An analysis of credit risk spreads for high yield bonds 不错 打印2012-11-24 20:54 - ditto - 投资人（实务版）
1 个回复 - 1685 次查看 An analysis of credit risk spreads for high yield bonds 不错 打印2012-11-24 20:54 - ditto - 投资人（实务版）
Risk Management in Credit Portfolios
10 个回复 - 3651 次查看 Risk Management in Credit PortfoliosConcentration Risk and Basel II Series: Contributions to Economics Hibbeln, Martin 1st Edition., 2010, XX, 247 p. 20 illus., Hardcover ISBN: 978-3-7908-2 ...2010-10-17 00:54 - martinnyj - 金融学（理论版）
10 个回复 - 3651 次查看 Risk Management in Credit PortfoliosConcentration Risk and Basel II Series: Contributions to Economics Hibbeln, Martin 1st Edition., 2010, XX, 247 p. 20 illus., Hardcover ISBN: 978-3-7908-2 ...2010-10-17 00:54 - martinnyj - 金融学（理论版）
A hidden Markov chain model for the term structure of bond credit risk spreads
0 个回复 - 1389 次查看 A hidden Markov chain model for the term structure of bond credit risk spreads2012-11-25 18:34 - ditto - 投资人（实务版）
0 个回复 - 1389 次查看 A hidden Markov chain model for the term structure of bond credit risk spreads2012-11-25 18:34 - ditto - 投资人（实务版）
求助 老师让我看一篇 Markov chain for valuing Credit risk derivativ
8 个回复 - 1800 次查看 求助 老师让我看一篇论文 Markov chain for valuing Credit risk derivatives 我后来的验证实在看不懂 求教 真心感谢 论文原文 能否求老师告诉我 后面的例子 怎么由exhibit1.2求出3.4的 或者求老师告诉我J ...2012-6-13 21:42 - gui_wu1 - Forum
8 个回复 - 1800 次查看 求助 老师让我看一篇论文 Markov chain for valuing Credit risk derivatives 我后来的验证实在看不懂 求教 真心感谢 论文原文 能否求老师告诉我 后面的例子 怎么由exhibit1.2求出3.4的 或者求老师告诉我J ...2012-6-13 21:42 - gui_wu1 - Forum
求助 可以有偿求助 Markov chain for valuing Credit risk derivatives
1 个回复 - 824 次查看 老师让我看一篇论文 Markov chain for valuing Credit risk derivatives 我后来的验证实在看不懂 求教 真心感谢 论文原文 能否求老师告诉我 后面的例子 怎么由exhibit1.2求出3.4的 或者求老师告诉我JLT模型 ...2012-6-19 16:51 - gui_wu1 - 爱问频道
1 个回复 - 824 次查看 老师让我看一篇论文 Markov chain for valuing Credit risk derivatives 我后来的验证实在看不懂 求教 真心感谢 论文原文 能否求老师告诉我 后面的例子 怎么由exhibit1.2求出3.4的 或者求老师告诉我JLT模型 ...2012-6-19 16:51 - gui_wu1 - 爱问频道
2009FRM资料Readings for Credit Risk Measurement and Management
15 个回复 - 2424 次查看 2009FRM资料Readings for Credit Risk Measurement and Management (缺35和39，有的同学可以帮个忙分享下！)2009-7-19 22:17 - trsh1220 - CFA、CVA、FRM等金融考证论坛
15 个回复 - 2424 次查看 2009FRM资料Readings for Credit Risk Measurement and Management (缺35和39，有的同学可以帮个忙分享下！)2009-7-19 22:17 - trsh1220 - CFA、CVA、FRM等金融考证论坛
The Pricing of Portfolio Credit Risk
1 个回复 - 1328 次查看 The Pricing of Portfolio Credit Risk2010-3-5 19:41 - franklee0415 - 计量经济学与统计软件
1 个回复 - 1328 次查看 The Pricing of Portfolio Credit Risk2010-3-5 19:41 - franklee0415 - 计量经济学与统计软件
Measuring and Optimizing Portfolio Credit Risk A Copula-based Approach
0 个回复 - 1770 次查看 Measuring and Optimizing Portfolio Credit Risk A Copula-based Approach2009-12-27 22:40 - zengyan1984 - 论文版
0 个回复 - 1770 次查看 Measuring and Optimizing Portfolio Credit Risk A Copula-based Approach2009-12-27 22:40 - zengyan1984 - 论文版
Managing Credit Risk in Corporate Bond Portfolios: A Practitioner's Guide
3 个回复 - 1843 次查看 Managing Credit Risk in Corporate Bond Portfolios: A Practitioner's Guide SRICHANDER RAMASWAMY John Wiley & Sons, Inc. 20042009-12-22 23:59 - zhaohailei - 金融学（理论版）
3 个回复 - 1843 次查看 Managing Credit Risk in Corporate Bond Portfolios: A Practitioner's Guide SRICHANDER RAMASWAMY John Wiley & Sons, Inc. 20042009-12-22 23:59 - zhaohailei - 金融学（理论版）
免費 Portfolio Optimization under Credit Risk
3 个回复 - 1253 次查看 Portfolio Optimization under Credit Risk by R. Zagst, j. Kehrbaum and B. Schmid Basied on the models of Hull and Whilet (1990) fpr tje [rocomg pf mpm-defaultable bonds and Schmid and Zagst (2000) ...2009-8-4 15:26 - martinnyj - 金融学（理论版）
3 个回复 - 1253 次查看 Portfolio Optimization under Credit Risk by R. Zagst, j. Kehrbaum and B. Schmid Basied on the models of Hull and Whilet (1990) fpr tje [rocomg pf mpm-defaultable bonds and Schmid and Zagst (2000) ...2009-8-4 15:26 - martinnyj - 金融学（理论版）
Credit Risk Migration Analysis Focused on Farm Business Characteristics and...
0 个回复 - 273 次查看 2005-11-10 10:05 - 安全风险评估244 - Forum
0 个回复 - 273 次查看 2005-11-10 10:05 - 安全风险评估244 - Forum
