2010

Bank credit during the 2008 Financial Crisis : a cross-country comparison

Aisen, Ari, 1971- author.



 

2006

The Basel II risk parameters : estimation, validation, and stress testing

 

2011

The Basel II risk parameters : estimation, validation, stress testing - with applications to loan risk management

Engelmann, Bernd.
2nd ed


 

2013

Counterparty credit risk, collateral and funding : with pricing cases for all asset classes

Brigo, Damiano, 1966-

Chichester, West Sussex : John Wiley & Sons Inc., 2013

 

2014

Counterparty risk and funding : a tale of two puzzles

Crépey, Stéphane, author.

Boca Raton, FL : CRC Press, [2014]

 

2003

Credit derivatives pricing models : models, pricing and implementation

Schönbucher, Philipp J.

Chichester ; Hoboken, NJ : Wiley, 2003

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2006

The credit market handbook : advanced modeling issues

 

2009

Credit Market in Morocco

Oulidi, Nada



 

2009

Credit market in morocco : a disequilibrium approach

Allain, Laurence, author.



 

2010

Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models

Brigo, Damiano, 1966-



 

2009

Credit Risk Spreads in Local and Foreign Currencies

Wiener, Zvi



 

2008

Econometrics and risk management

Advances in Econometrics Conference (2006 : Louisiana State University)



 

2004

Pricing and Hedging Interest and Credit Risk Sensitive Instruments

Skinner, Frank



 

2011

Pricing and risk management of synthetic CDOs

Schlösser, Anna.



 

2000

Rational habit modification : the role of credit

Messinis, George

Parkville, Vic. : University of Melbourne, Department of Economics, 2000

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