Take it to the limit: Innovative CVaR applications to extreme credit risk measurement
European Journal of Operational Research, 2016 - Elsevier
Abstract The Global Financial Crisis (GFC) demonstrated the devastating impact of extreme
credit risk on global economic stability. We develop four credit models to better measure …
credit risk on global economic stability. We develop four credit models to better measure …
Take it to the limit: Innovative CVaR applications to extreme credit risk measurement
DE Allen, RJ Powell, AK Singh - European Journal of Operational …, 2016 - infona.pl
The Global Financial Crisis (GFC) demonstrated the devastating impact of extreme credit
risk on global economic stability. We develop four credit models to better measure credit risk …
risk on global economic stability. We develop four credit models to better measure credit risk …
Take it to the limit: Innovative CVaR applications to extreme credit risk measurement
DE Allen, RJ Powell, AK Singh - European Journal of Operational …, 2016 - ideas.repec.org
The Global Financial Crisis (GFC) demonstrated the devastating impact of extreme credit
risk on global economic stability. We develop four credit models to better measure credit risk …
risk on global economic stability. We develop four credit models to better measure credit risk …
Take it to the limit: Innovative CVaR applications to extreme credit risk measurement
D Allen, R Powell, AK Singh - European Journal of …, 2016 - econpapers.repec.org
The Global Financial Crisis (GFC) demonstrated the devastating impact of extreme credit
risk on global economic stability. We develop four credit models to better measure credit risk …
risk on global economic stability. We develop four credit models to better measure credit risk …
Take it to the limit: Innovative CVaR applications to extreme credit risk measurement
DE Allen, RJ Powell, AK Singh - European Journal of …, 2016 - researchers.mq.edu.au
Abstract The Global Financial Crisis (GFC) demonstrated the devastating impact of extreme
credit risk on global economic stability. We develop four credit models to better measure …
credit risk on global economic stability. We develop four credit models to better measure …
Take it to the limit: Innovative CVaR applications to extreme credit risk measurement
DE Allen, R Powell, A Singh - 2016 - ro.ecu.edu.au
Abstract The Global Financial Crisis (GFC) demonstrated the devastating impact of extreme
credit risk on global economic stability. We develop four credit models to better measure …
credit risk on global economic stability. We develop four credit models to better measure …