credit risk modelling | putzele

putzele

Two articles on ABS

putzele Apr 15, 2012 22:56
- ABS risk and modelling
- Sense and sensitivity
abs, credit risk modelling
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Bubbles in prices and PD determination

putzele May 22, 2011 14:03

Search bubbles and pd determination... links?

credit risk modelling

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Pulitzer Price and subprime crisis

putzele May 22, 2011 14:01

Let's see what is said there..
Structured finance

Link to the report
Report <\a>

credit risk modelling, credit risk, credit rating agencies

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Nice papers on Constant Level of Risk CLoR

putzele Sep 14, 2010 23:00
- CreditMetrics® and Constant Level of Risk C. Finger
- Gary's excellent paper A Multiple Period Gaussian Jump to Default Risk Model
credit risk modelling, credit derivatives, credit risk, credit.risk, credit, finance
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Scorecards

putzele Nov 20, 2007 21:12

Ressources on scorecards modelling credit risk

credit risk modelling, basel ii

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