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CRD 10年 : 2001-2010

CRD 10年 : 2001-2010
Paper図書
CRD協会 編CRD協会2011.2<DF238-L28>
National Diet Library
  • Authority（Subject Heading/altLabel）Credit Risk Database CRD CRD運営協議会
  • Authority（Author Heading/altLabel）Credit Risk Database CRD CRD運営協議会

マルコフ過程の近似および変換の研究とクレジットリスク分析への応用

マルコフ過程の近似および変換の研究とクレジットリスク分析への応用
Digital博士論文
ルースダン, ケヴヘイッシュウィリKyoto University2019-03-25
Available onlineOther Libraries in Japan
  • Subject Headingcredit risk shot noise option-theoretic a...
  • Alternative Title...pplications to Credit Risk Analysis
  • Alternative Title...pplications to Credit Risk Analysis

On long-term credit risk assessment and rating : Towards a new set of models

On long-term credit risk assessment and rating : Towards a new set of models
Digital文書・図像類
Kubo, Hideya, Sakai, YasuhiroCenter for Risk Research (CRR), Shiga University2009-06CRR Working Paper, Series BB-10p.1-23
Other Libraries in Japan
  • Subject Headingrisk assessment rating bankruptcy cash flow prediction credit risk spread
  • Note (General)...osed to assess credit risk by using a com......ent of longtermcredit risk that is requir...... for long-term credit risk which does not......on model and a credit risk spreadassessme......y exist in the credit risk assessment of the market. ide...

Convertible Bond Underpricing : Renegotiable Covenants, Seasoning and Convergence

Convertible Bond Underpricing : Renegotiable Covenants, Seasoning and Convergence
Paper文書・図像類
Chan, Alex W.H., Nai-fu, Chen日本経済国際共同センター2006-09Discussion paper series. CIRJE-FCIRJE-F-437
Other Libraries in Japan
  • Subject Headingconvertible bond credit risk valuation

Recovery Process Model

Recovery Process Model
Digital文書・図像類
伊藤, 有希Graduate School of Economics, Hitotsubashi University2008-11
Available onlineOther Libraries in Japan
  • Subject HeadingRecovery rate Credit risk Basel inhomogeneous compound ...

Modelling and Simulation: An Overview

Modelling and Simulation: An Overview
Digital文書・図像類
McAleer, Michael, Chan, Felix, Oxley, LesInstitute of Economic Research, Kyoto University2013-05KIER Discussion Paper865
Available onlineOther Libraries in Japan
  • Summary, etc....modelling tail credit risk using transition matrices, ev...
  • Subject Heading...models trading credit risk empirical finance health econ...

Corporate credit risk management

Corporate credit risk management
Paper図書
Christian LangkampEulc2014
Other Libraries in Japan
  • Subject Heading...isk management Credit risk management Kreditrisikomanage...
  • Subject Heading (ID)...isk management Credit risk management Kreditrisikomanage...

Market-specific and Currency-specific Risk during the Global Financial Crisis : Evidence from the Interbank Markets in Tokyo and London

Market-specific and Currency-specific Risk during the Global Financial Crisis : Evidence from the Interbank Markets in Tokyo and London
Paper文書・図像類
Fukuda, Shin-ichi日本経済国際共同センター2010-09Discussion paper series. CIRJE-FCIRJE-F-759
Other Libraries in Japan
  • Subject HeadingJEL codes: G15, G12, F36 credit risk liquidity risk interbank mark...

Securities Pricing with Information-Sensitive Discounting

Securities Pricing with Information-Sensitive Discounting
Digital文書・図像類
Macrina, Andrea, Parbhoo, Priyanka A.Institute of Economic Research, Kyoto University2010-01KIER Discussion Paper695
Available onlineOther Libraries in Japan
  • Subject Heading...interest rates credit risk recovery models credit-inflat...

The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market

The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market
Paper文書・図像類
Baba, Naohiko, Nakashima, Motoharu, Shigemi, Yosuke, Ueda, Kazuo日本経済国際共同センター2005-04Discussion paper series. CIRJE-FCIRJE-F-339
Other Libraries in Japan
  • Subject Heading...ate of Deposit Credit Risk Premium JEL Classification Nu...

Recent Developments in Financial Economics and Econometrics: An Overview

Recent Developments in Financial Economics and Econometrics: An Overview
Digital文書・図像類
Chang, Chia-Lin, Allen, David E., McAleer, MichaelInstitute of Economic Research, Kyoto University2013-01KIER Discussion Paper842
Available onlineOther Libraries in Japan
  • Summary, etc.... economy under credit risk and liquidity shock, separati...
  • Subject Heading...nancial crisis credit risk liquidity shock micro-market ...

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