Journal of Credit Risk

ISSN: 1744-6619
eISSN: 1755-9723
Publisher: Incisive Media

Publications (2)

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Journal article
Unpublished / Preprint

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Abstract

A Credit Portfolio Framework under Dependent Risk Parameters PD, LGD and EAD (2016) Fischer M, Jakob K, Eckert J Journal article, Original article Modeling sector correlation with CR+ - The CBV model. (2012) Fischer M, Dietz C Journal article, Original article