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Works matching IS 09208550 AND DT 2007 AND VI 32 AND IP 1/2

Results: 6

1

An Assessment of Basel II Procyclicality in Mortgage Portfolios.

Published in:

Journal of Financial Services Research, 2007, v. 32, n. 1/2, p. 81, doi. 10.1007/s10693-007-0008-1

By:

Saurina, Jesús;
Trucharte, Carlos

Publication type:

Article

2

A Critique of Revised Basel II.

Published in:

Journal of Financial Services Research, 2007, v. 32, n. 1/2, p. 1, doi. 10.1007/s10693-007-0006-3

By:

Jarrow, Robert A.

Publication type:

Article

3

Basel II: A Contracting Perspective.

Published in:

Journal of Financial Services Research, 2007, v. 32, n. 1/2, p. 39, doi. 10.1007/s10693-007-0020-5

By:

Kane, Edward J.

Publication type:

Article

4

A Tractable Model to Measure Sector Concentration Risk in Credit Portfolios.

Published in:

Journal of Financial Services Research, 2007, v. 32, n. 1/2, p. 55, doi. 10.1007/s10693-007-0014-3

By:

Düllmann, Klaus;
Masschelein, Nancy

Publication type:

Article

5

Capital Allocation for Portfolio Credit Risk.

Published in:

Journal of Financial Services Research, 2007, v. 32, n. 1/2, p. 103, doi. 10.1007/s10693-007-0013-4

By:

Kupiec, Paul H.

Publication type:

Article

6

Basel II: Correlation Related Issues.

Published in:

Journal of Financial Services Research, 2007, v. 32, n. 1/2, p. 17, doi. 10.1007/s10693-007-0011-6

By:

Das, Sanjiv R.

Publication type:

Article