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QFRMCs portfolio [12 articles]

Neue Publikationen in QFRMCs Bibliothek eingetragen unter dem Bezeichner: portfolio. You can also see everyone's portfolio.
  • Bayesian inference for generalized linear mixed models of portfolio credit risk
    Journal of Empirical Finance, Vol. 14, No. 2. (March 2007), pp. 131-149.
    by Alexander J Mcneil, Jonathan P Wendin
  • Loss coverage and stress testing mortgage portfolios: A non-parametric approach
    Journal of Financial Stability, Vol. 3, No. 4. (December 2007), pp. 342-367.
    by Adolfo Rodriguez, Carlos Trucharte
  • Algorithms for optimal allocation of bets on many simultaneous events
    Journal of the Royal Statistical Society: Series C (Applied Statistics), Vol. 56, No. 5. (November 2007), pp. 607-623.
    by Chris Whitrow
    posted to portfolio qfrmc by QFRMC on 2007-10-24 13:47:14 as read along with 1 group QFRMC_ConsumerCredit
  • Structural models in consumer credit
    European Journal of Operational Research, Vol. 183, No. 3. (16 December 2007), pp. 1569-1581.
    by Fabio W De Andrade, Lyn Thomas
  • Modelling and calibration errors in measures of portfolio credit risk
    No. 230. (June 2007)
    by Nikola A Tarashev, Haibin Zhu
  • Credit risk assessment: a challenge for financial institutions
    IMA Journal of Management Mathematics, Vol. 17, No. 1. (January 2006), pp. 25-46.
    by Evangelos Kalapodas, Mary E Thomson
  • A portfolio view of consumer credit
    No. 05-25. (2005)
    by D Musto, N Souleles
  • Stress Testing Housing Loan Portfolios: A Regulatory Case Study
    (2005)
  • Stress Testing 2004-2005 Retail Originations
    The RMA Journal (September 2004), pp. 30-33.
    by JL Breeden
  • Measuring risks on consumer installment credit
    Management Science, Vol. 11, No. 2. (1964), pp. 327-340.
    by PF Smith
    posted to consumer credit loss portfolio by QFRMC on 2006-05-18 18:30:44 as read along with 1 group QFRMC_ConsumerCredit
  • Development and use of credit profit measures for account management
    IMA Journal of Mathematics Applied in Business and Industry, Vol. 4 (1992), pp. 3-17.
    by MA Hopper, EM Lewis
  • On loss distributions from installment-repaid loans
    Lifetime Data Analysis, Vol. 11, No. 4. (2005), pp. 545-564.
    by M Crowder, DJ Hand
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